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 |
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: |
|
- |
