BNP Paribas Call 50 DAL 16.01.2026
/ DE000PC1LB69
BNP Paribas Call 50 DAL 16.01.202.../ DE000PC1LB69 /
09/07/2024 09:18:52 |
Chg.+0.020 |
Bid17:57:22 |
Ask17:57:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+2.94% |
0.740 Bid Size: 94,000 |
0.760 Ask Size: 94,000 |
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: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
-0.34 |
Time value: |
0.72 |
Break-even: |
53.37 |
Moneyness: |
0.93 |
Premium: |
0.25 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
2.86% |
Delta: |
0.57 |
Theta: |
-0.01 |
Omega: |
3.39 |
Rho: |
0.26 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.680 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.11% |
1 Month |
|
|
-27.08% |
3 Months |
|
|
-17.65% |
YTD |
|
|
+32.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.680 |
1M High / 1M Low: |
0.970 |
0.680 |
6M High / 6M Low: |
1.190 |
0.360 |
High (YTD): |
14/05/2024 |
1.190 |
Low (YTD): |
22/01/2024 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.860 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.755 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.66% |
Volatility 6M: |
|
96.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |