BNP Paribas Call 40 DAL 16.01.2026
/ DE000PC1LB51
BNP Paribas Call 40 DAL 16.01.202.../ DE000PC1LB51 /
| 2024-09-26 12:21:04 PM |
Chg.+0.040 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+3.23% |
1.280
Bid Size: 34,000 |
1.290
Ask Size: 34,000 |
Delta Air Lines Inc |
40.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.79 |
| Time value: |
0.45 |
| Break-even: |
48.34 |
| Moneyness: |
1.22 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
2.76 |
| Rho: |
0.28 |
Quote data
| Open: |
1.250 |
| High: |
1.280 |
| Low: |
1.250 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.32% |
| 1 Month |
|
|
+75.34% |
| 3 Months |
|
|
-3.03% |
| YTD |
|
|
+45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.110 |
| 1M High / 1M Low: |
1.240 |
0.710 |
| 6M High / 6M Low: |
1.750 |
0.590 |
| High (YTD): |
2024-05-13 |
1.750 |
| Low (YTD): |
2024-08-07 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.943 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.197 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.51% |
| Volatility 6M: |
|
89.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
