BNP Paribas Call 38 DAL 20.12.2024
/ DE000PC2X3D7
BNP Paribas Call 38 DAL 20.12.202.../ DE000PC2X3D7 /
2024-11-15 11:50:51 AM |
Chg.-0.040 |
Bid2024-11-15 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.520EUR |
-1.56% |
2.520 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: |
2.530 |
Low: |
2.520 |
Previous Close: |
2.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.13% |
1 Month |
|
|
+78.72% |
3 Months |
|
|
+436.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.560 |
2.170 |
1M High / 1M Low: |
2.560 |
1.410 |
6M High / 6M Low: |
2.560 |
0.350 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.903 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.100 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.48% |
Volatility 6M: |
|
144.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |