BNP Paribas Call 55 DAL 20.09.2024
/ DE000PC7ZAG7
BNP Paribas Call 55 DAL 20.09.202.../ DE000PC7ZAG7 /
| 02/08/2024 19:21:13 |
Chg.0.000 |
Bid02/08/2024 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
0.00% |
0.002
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
Delta Air Lines Inc |
55.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC7ZAG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
-1.25 |
| Time value: |
0.09 |
| Break-even: |
51.90 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
8.30 |
| Spread abs.: |
0.09 |
| Spread %: |
2,933.33% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
7.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.002 |
| High: |
0.004 |
| Low: |
0.001 |
| Previous Close: |
0.002 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.78% |
| 1 Month |
|
|
-96.67% |
| 3 Months |
|
|
-99.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.002 |
| 1M High / 1M Low: |
0.072 |
0.002 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,208.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
