BNP Paribas Call 35 DAL 19.12.2025
/ DE000PC1LB02
BNP Paribas Call 35 DAL 19.12.202.../ DE000PC1LB02 /
| 16/07/2024 21:50:29 |
Chg.+0.230 |
Bid21:57:16 |
Ask21:57:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+20.54% |
1.360
Bid Size: 33,000 |
1.380
Ask Size: 33,000 |
Delta Air Lines Inc |
35.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1LB0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.73 |
| Time value: |
0.41 |
| Break-even: |
43.52 |
| Moneyness: |
1.23 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
2.75 |
| Rho: |
0.28 |
Quote data
| Open: |
1.140 |
| High: |
1.350 |
| Low: |
1.130 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.78% |
| 1 Month |
|
|
-22.86% |
| 3 Months |
|
|
-19.64% |
| YTD |
|
|
+22.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.120 |
| 1M High / 1M Low: |
1.750 |
1.120 |
| 6M High / 6M Low: |
2.060 |
0.850 |
| High (YTD): |
13/05/2024 |
2.060 |
| Low (YTD): |
22/01/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.27% |
| Volatility 6M: |
|
71.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
