BNP Paribas Call 70 DAL 16.01.202.../  DE000PC84AH8  /

EUWAX
05/08/2024  08:08:07 Chg.-0.036 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.074EUR -32.73% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 70.00 USD 16/01/2026 Call
 

Master data

WKN: PC84AH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 16/01/2026
Issue date: 30/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.34
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -2.93
Time value: 0.10
Break-even: 64.90
Moneyness: 0.54
Premium: 0.87
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 25.64%
Delta: 0.15
Theta: 0.00
Omega: 5.25
Rho: 0.06
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.14%
1 Month
  -69.17%
3 Months
  -81.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.074
1M High / 1M Low: 0.230 0.074
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -