BNP Paribas Call 58 DAL 20.12.2024
/ DE000PC84AE5
BNP Paribas Call 58 DAL 20.12.202.../ DE000PC84AE5 /
| 09/07/2024 16:05:20 |
Chg.+0.010 |
Bid16:13:14 |
Ask16:13:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 100,000 |
0.130
Ask Size: 100,000 |
Delta Air Lines Inc |
58.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC84AE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-1.08 |
| Time value: |
0.12 |
| Break-even: |
54.75 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
8.08 |
| Rho: |
0.04 |
Quote data
| Open: |
0.110 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.250 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
