BNP Paribas Call 40 DAL 19.12.2025
/ DE000PC1LB10
BNP Paribas Call 40 DAL 19.12.202.../ DE000PC1LB10 /
| 09/09/2024 21:50:29 |
Chg.+0.110 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+13.75% |
0.900
Bid Size: 43,000 |
0.910
Ask Size: 43,000 |
Delta Air Lines Inc |
40.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1LB1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.18 |
| Time value: |
0.62 |
| Break-even: |
44.08 |
| Moneyness: |
1.05 |
| Premium: |
0.16 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.22 |
Quote data
| Open: |
0.780 |
| High: |
0.920 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.98% |
| 1 Month |
|
|
+35.82% |
| 3 Months |
|
|
-38.51% |
| YTD |
|
|
+4.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.800 |
| 1M High / 1M Low: |
0.820 |
0.610 |
| 6M High / 6M Low: |
1.730 |
0.570 |
| High (YTD): |
13/05/2024 |
1.730 |
| Low (YTD): |
07/08/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.76% |
| Volatility 6M: |
|
93.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
