BNP Paribas Call 42 DAL 20.12.2024
/ DE000PC2X3C9
BNP Paribas Call 42 DAL 20.12.202.../ DE000PC2X3C9 /
| 11/15/2024 9:50:38 PM |
Chg.-0.070 |
Bid9:52:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-3.20% |
2.110
Bid Size: 19,000 |
-
Ask Size: - |
Delta Air Lines Inc |
42.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.30 |
| Parity: |
2.17 |
| Time value: |
0.02 |
| Break-even: |
61.79 |
| Moneyness: |
1.54 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.45% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.77 |
| Rho: |
0.04 |
Quote data
| Open: |
2.160 |
| High: |
2.220 |
| Low: |
2.100 |
| Previous Close: |
2.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.13% |
| 1 Month |
|
|
+53.62% |
| 3 Months |
|
|
+715.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
2.030 |
| 1M High / 1M Low: |
2.190 |
1.180 |
| 6M High / 6M Low: |
2.190 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.828 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.90% |
| Volatility 6M: |
|
184.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
