BNP Paribas Call 42 DAL 20.09.2024
/ DE000PC39462
BNP Paribas Call 42 DAL 20.09.202.../ DE000PC39462 /
| 8/1/2024 9:50:30 PM |
Chg.-0.090 |
Bid9:56:29 PM |
Ask9:56:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-33.33% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
42.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC3946 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.09 |
| Time value: |
0.18 |
| Break-even: |
41.50 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
9.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.170 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.06% |
| 1 Month |
|
|
-68.42% |
| 3 Months |
|
|
-81.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.180 |
| 1M High / 1M Low: |
0.610 |
0.180 |
| 6M High / 6M Low: |
1.170 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.80% |
| Volatility 6M: |
|
189.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
