BNP Paribas Call 45 DAL 19.12.2025
/ DE000PC2X3E5
BNP Paribas Call 45 DAL 19.12.202.../ DE000PC2X3E5 /
| 2024-09-09 8:37:30 AM |
Chg.+0.010 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
45.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC2X3E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.27 |
| Time value: |
0.60 |
| Break-even: |
46.59 |
| Moneyness: |
0.93 |
| Premium: |
0.23 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.20 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
-50.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.570 |
| 1M High / 1M Low: |
0.600 |
0.440 |
| 6M High / 6M Low: |
1.420 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.927 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.33% |
| Volatility 6M: |
|
108.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
