BNP Paribas Call 38 DAL 20.09.2024
/ DE000PC39447
BNP Paribas Call 38 DAL 20.09.202.../ DE000PC39447 /
| 8/15/2024 9:50:30 PM |
Chg.+0.100 |
Bid9:52:08 PM |
Ask9:52:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+50.00% |
0.290
Bid Size: 44,000 |
0.300
Ask Size: 44,000 |
Delta Air Lines Inc |
38.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.06 |
| Time value: |
0.15 |
| Break-even: |
36.61 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
9.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.310 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-42.31% |
| 3 Months |
|
|
-79.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.200 |
| 1M High / 1M Low: |
0.770 |
0.180 |
| 6M High / 6M Low: |
1.500 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.63% |
| Volatility 6M: |
|
172.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
