BNP Paribas Call 48 DAL 17.01.2025
/ DE000PC5CY77
BNP Paribas Call 48 DAL 17.01.202.../ DE000PC5CY77 /
| 14/11/2024 08:35:03 |
Chg.+0.05 |
Bid18:11:02 |
Ask18:11:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+3.14% |
1.70
Bid Size: 40,000 |
-
Ask Size: - |
Delta Air Lines Inc |
48.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC5CY7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.30 |
| Parity: |
1.56 |
| Time value: |
0.08 |
| Break-even: |
61.83 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.07 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.69% |
| 1 Month |
|
|
+192.86% |
| 3 Months |
|
|
+1161.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.26 |
| 1M High / 1M Low: |
1.59 |
0.56 |
| 6M High / 6M Low: |
1.59 |
0.09 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.90% |
| Volatility 6M: |
|
228.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
