BNP Paribas Call 50 DAL 16.01.2026
/ DE000PC1LB69
BNP Paribas Call 50 DAL 16.01.202.../ DE000PC1LB69 /
| 09/09/2024 21:50:46 |
Chg.+0.070 |
Bid21:58:53 |
Ask21:58:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+15.56% |
0.520
Bid Size: 50,000 |
0.530
Ask Size: 50,000 |
Delta Air Lines Inc |
50.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LB6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.72 |
| Time value: |
0.46 |
| Break-even: |
49.70 |
| Moneyness: |
0.84 |
| Premium: |
0.31 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
3.86 |
| Rho: |
0.18 |
Quote data
| Open: |
0.440 |
| High: |
0.530 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
-46.39% |
| YTD |
|
|
-1.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.450 |
| 1M High / 1M Low: |
0.460 |
0.320 |
| 6M High / 6M Low: |
1.200 |
0.300 |
| High (YTD): |
13/05/2024 |
1.200 |
| Low (YTD): |
07/08/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.17% |
| Volatility 6M: |
|
113.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
