BNP Paribas Call 38 DAL 20.09.2024
/ DE000PC39447
BNP Paribas Call 38 DAL 20.09.202.../ DE000PC39447 /
| 2024-06-28 9:50:35 PM |
Chg.-0.110 |
Bid9:58:30 PM |
Ask9:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-10.48% |
0.950
Bid Size: 29,000 |
0.960
Ask Size: 29,000 |
Delta Air Lines Inc |
38.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC3944 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
0.99 |
| Time value: |
0.08 |
| Break-even: |
46.19 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.07 |
Quote data
| Open: |
1.050 |
| High: |
1.060 |
| Low: |
0.940 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.81% |
| 1 Month |
|
|
-22.95% |
| 3 Months |
|
|
-12.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.020 |
| 1M High / 1M Low: |
1.280 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
