BNP Paribas Call 60 DAL 19.12.2025
/ DE000PC25WW4
BNP Paribas Call 60 DAL 19.12.202.../ DE000PC25WW4 /
| 2024-10-11 9:50:32 PM |
Chg.+0.060 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+13.33% |
0.500
Bid Size: 50,000 |
0.510
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: |
9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.79 |
| Time value: |
0.51 |
| Break-even: |
59.97 |
| Moneyness: |
0.86 |
| Premium: |
0.28 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
4.21 |
| Rho: |
0.19 |
Quote data
| Open: |
0.460 |
| High: |
0.510 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+88.89% |
| 3 Months |
|
|
+104.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.450 |
| 1M High / 1M Low: |
0.530 |
0.270 |
| 6M High / 6M Low: |
0.740 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.66% |
| Volatility 6M: |
|
156.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
