BNP Paribas Call 50 DAL 16.01.202.../  DE000PC1LB69  /

EUWAX
09/07/2024  09:18:52 Chg.+0.020 Bid15:42:55 Ask15:42:55 Underlying Strike price Expiration date Option type
0.700EUR +2.94% -
Bid Size: -
-
Ask Size: -
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:   -