BNP Paribas Call 50 DAL 16.01.2026
/ DE000PC1LB69
BNP Paribas Call 50 DAL 16.01.202.../ DE000PC1LB69 /
| 6/28/2024 9:12:47 AM |
Chg.+0.030 |
Bid9:34:15 PM |
Ask9:34:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+3.66% |
0.760
Bid Size: 92,000 |
0.780
Ask Size: 92,000 |
Delta Air Lines Inc |
50.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-0.13 |
| Time value: |
0.87 |
| Break-even: |
55.39 |
| Moneyness: |
0.97 |
| Premium: |
0.22 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
3.20 |
| Rho: |
0.30 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.60% |
| 1 Month |
|
|
-18.27% |
| 3 Months |
|
|
+2.41% |
| YTD |
|
|
+60.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.810 |
| 1M High / 1M Low: |
1.040 |
0.810 |
| 6M High / 6M Low: |
1.190 |
0.360 |
| High (YTD): |
5/14/2024 |
1.190 |
| Low (YTD): |
1/22/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.33% |
| Volatility 6M: |
|
98.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
