BNP Paribas Call 52 DAL 17.01.2025
/ DE000PC61Y07
BNP Paribas Call 52 DAL 17.01.202.../ DE000PC61Y07 /
| 14/11/2024 21:50:34 |
Chg.+0.020 |
Bid21:55:56 |
Ask21:55:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+1.53% |
1.330
Bid Size: 21,000 |
1.340
Ask Size: 21,000 |
Delta Air Lines Inc |
52.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC61Y0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.30 |
| Parity: |
1.18 |
| Time value: |
0.12 |
| Break-even: |
62.22 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
4.08 |
| Rho: |
0.07 |
Quote data
| Open: |
1.290 |
| High: |
1.420 |
| Low: |
1.290 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+189.13% |
| 3 Months |
|
|
+2507.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.950 |
| 1M High / 1M Low: |
1.310 |
0.440 |
| 6M High / 6M Low: |
1.310 |
0.051 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.19% |
| Volatility 6M: |
|
271.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
