BNP Paribas Call 40 DAL 16.01.2026
/ DE000PC1LB51
BNP Paribas Call 40 DAL 16.01.202.../ DE000PC1LB51 /
| 2024-07-09 9:18:52 AM |
Chg.+0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+2.65% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
0.59 |
| Time value: |
0.59 |
| Break-even: |
48.73 |
| Moneyness: |
1.16 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.71 |
| Rho: |
0.31 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
-22.15% |
| 3 Months |
|
|
-12.12% |
| YTD |
|
|
+30.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.13 |
| 1M High / 1M Low: |
1.50 |
1.13 |
| 6M High / 6M Low: |
1.74 |
0.67 |
| High (YTD): |
2024-05-14 |
1.74 |
| Low (YTD): |
2024-01-22 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.61% |
| Volatility 6M: |
|
77.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
