BNP Paribas Call 60 DAL 18.12.2026
/ DE000PG45NR2
BNP Paribas Call 60 DAL 18.12.202.../ DE000PG45NR2 /
| 2024-11-15 9:50:25 PM |
Chg.-0.060 |
Bid9:51:37 PM |
Ask9:51:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-3.39% |
1.700
Bid Size: 27,000 |
1.760
Ask Size: 27,000 |
Delta Air Lines Inc |
60.00 USD |
2026-12-18 |
Call |
Master data
| WKN: |
PG45NR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2026-12-18 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2026-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.39 |
| Time value: |
1.37 |
| Break-even: |
74.59 |
| Moneyness: |
1.07 |
| Premium: |
0.23 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
3.53% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
2.41 |
| Rho: |
0.52 |
Quote data
| Open: |
1.750 |
| High: |
1.780 |
| Low: |
1.690 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.12% |
| 1 Month |
|
|
+62.86% |
| 3 Months |
|
|
+402.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.640 |
| 1M High / 1M Low: |
1.770 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
