BNP Paribas Call 38 DAL 20.12.2024
/ DE000PC2X3D7
BNP Paribas Call 38 DAL 20.12.202.../ DE000PC2X3D7 /
| 15/11/2024 14:21:18 |
Chg.+0.010 |
Bid15/11/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
+0.39% |
2.570
Bid Size: 19,000 |
-
Ask Size: - |
Delta Air Lines Inc |
38.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| 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: |
2.580 |
| Low: |
2.520 |
| Previous Close: |
2.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.43% |
| 1 Month |
|
|
+82.27% |
| 3 Months |
|
|
+446.81% |
| 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: |
|
- |
