BNP Paribas Call 35 DAL 19.12.2025
/ DE000PC1LB02
BNP Paribas Call 35 DAL 19.12.202.../ DE000PC1LB02 /
| 6/28/2024 9:50:30 PM |
Chg.-0.110 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-6.75% |
1.530
Bid Size: 32,000 |
1.550
Ask Size: 32,000 |
Delta Air Lines Inc |
35.00 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
1.16 |
| Time value: |
0.39 |
| Break-even: |
48.17 |
| Moneyness: |
1.36 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.40 |
| Rho: |
0.32 |
Quote data
| Open: |
1.630 |
| High: |
1.640 |
| Low: |
1.520 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-13.64% |
| 3 Months |
|
|
-5.59% |
| YTD |
|
|
+38.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.520 |
| 1M High / 1M Low: |
1.830 |
1.520 |
| 6M High / 6M Low: |
2.060 |
0.850 |
| High (YTD): |
5/13/2024 |
2.060 |
| Low (YTD): |
1/22/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.55% |
| Volatility 6M: |
|
72.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
