BNP Paribas Call 45 DAL 16.01.2026
/ DE000PC2X3F2
BNP Paribas Call 45 DAL 16.01.202.../ DE000PC2X3F2 /
| 2024-09-26 8:34:11 AM |
Chg.+0.090 |
Bid9:01:33 AM |
Ask9:01:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+10.11% |
0.980
Bid Size: 9,750 |
0.990
Ask Size: 9,750 |
Delta Air Lines Inc |
45.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC2X3F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.64 |
| Break-even: |
50.23 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.27 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.11% |
| 1 Month |
|
|
+78.18% |
| 3 Months |
|
|
-10.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.850 |
| 1M High / 1M Low: |
0.890 |
0.500 |
| 6M High / 6M Low: |
1.450 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.945 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.38% |
| Volatility 6M: |
|
105.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
