BNP Paribas Call 60 DAL 19.12.2025
/ DE000PC25WW4
BNP Paribas Call 60 DAL 19.12.202.../ DE000PC25WW4 /
| 2024-09-09 9:50:32 PM |
Chg.+0.040 |
Bid9:54:14 PM |
Ask9:54:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+18.18% |
0.260
Bid Size: 50,000 |
0.270
Ask Size: 50,000 |
Delta Air Lines Inc |
60.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC25WW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.62 |
| Time value: |
0.22 |
| Break-even: |
56.32 |
| Moneyness: |
0.70 |
| Premium: |
0.49 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
4.87 |
| Rho: |
0.11 |
Quote data
| Open: |
0.200 |
| High: |
0.260 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.81% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
-53.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.210 |
| 1M High / 1M Low: |
0.220 |
0.140 |
| 6M High / 6M Low: |
0.740 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.83% |
| Volatility 6M: |
|
145.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
