BNP Paribas Call 40 DAL 20.09.2024
/ DE000PC39454
BNP Paribas Call 40 DAL 20.09.202.../ DE000PC39454 /
| 09/09/2024 08:23:39 |
Chg.-0.010 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC3945 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.27 |
| Parity: |
0.18 |
| Time value: |
0.07 |
| Break-even: |
38.58 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
10.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
-78.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.240 |
| 1M High / 1M Low: |
0.280 |
0.110 |
| 6M High / 6M Low: |
1.330 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.736 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.26% |
| Volatility 6M: |
|
248.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
