BNP Paribas Call 42 DAL 20.12.2024
/ DE000PC2X3C9
BNP Paribas Call 42 DAL 20.12.202.../ DE000PC2X3C9 /
| 09/09/2024 21:50:46 |
Chg.+0.090 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+25.00% |
0.440
Bid Size: 47,000 |
0.450
Ask Size: 47,000 |
Delta Air Lines Inc |
42.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2X3C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 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: |
10.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
0.00 |
| Time value: |
0.36 |
| Break-even: |
41.48 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
5.93 |
| Rho: |
0.05 |
Quote data
| Open: |
0.340 |
| High: |
0.460 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
+73.08% |
| 3 Months |
|
|
-55.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.360 |
| 1M High / 1M Low: |
0.370 |
0.210 |
| 6M High / 6M Low: |
1.270 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.22% |
| Volatility 6M: |
|
162.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
