BNP Paribas Call 60 DAL 16.01.2026
/ DE000PC25WX2
BNP Paribas Call 60 DAL 16.01.202.../ DE000PC25WX2 /
| 02/08/2024 08:38:10 |
Chg.-0.050 |
Bid17:58:43 |
Ask17:58:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-19.23% |
0.190
Bid Size: 100,000 |
0.200
Ask Size: 100,000 |
Delta Air Lines Inc |
60.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC25WX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-1.72 |
| Time value: |
0.23 |
| Break-even: |
57.93 |
| Moneyness: |
0.69 |
| Premium: |
0.51 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
4.77 |
| Rho: |
0.13 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-66.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.430 |
0.250 |
| 6M High / 6M Low: |
0.770 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.50% |
| Volatility 6M: |
|
122.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
