BNP Paribas Call 38 DAL 20.12.202.../  DE000PC2X3D7  /

Frankfurt Zert./BNP
2024-11-15  9:50:38 PM Chg.-0.060 Bid9:58:15 PM Ask- Underlying Strike price Expiration date Option type
2.500EUR -2.34% 2.490
Bid Size: 19,000
-
Ask Size: -
Delta Air Lines Inc 38.00 USD 2024-12-20 Call
 

Master data

WKN: PC2X3D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.40
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 2.55
Implied volatility: 0.85
Historic volatility: 0.30
Parity: 2.55
Time value: 0.02
Break-even: 61.79
Moneyness: 1.71
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 2.36
Rho: 0.03
 

Quote data

Open: 2.530
High: 2.590
Low: 2.480
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.21%
1 Month  
+44.51%
3 Months  
+455.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.560 2.400
1M High / 1M Low: 2.560 1.530
6M High / 6M Low: 2.560 0.350
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.494
Avg. volume 1W:   0.000
Avg. price 1M:   1.950
Avg. volume 1M:   0.000
Avg. price 6M:   1.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.16%
Volatility 6M:   144.88%
Volatility 1Y:   -
Volatility 3Y:   -