BNP Paribas Call 50 DAL 16.01.2026
/ DE000PC1LB69
BNP Paribas Call 50 DAL 16.01.202.../ DE000PC1LB69 /
| 24/06/2024 09:12:06 |
Chg.-0.020 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-2.15% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
50.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LB6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.06 |
| Time value: |
0.93 |
| Break-even: |
56.08 |
| Moneyness: |
0.99 |
| Premium: |
0.21 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
3.12 |
| Rho: |
0.31 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.19% |
| 1 Month |
|
|
-9.90% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
+71.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.910 |
| 1M High / 1M Low: |
1.040 |
0.870 |
| 6M High / 6M Low: |
1.190 |
0.360 |
| High (YTD): |
14/05/2024 |
1.190 |
| Low (YTD): |
22/01/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.78% |
| Volatility 6M: |
|
98.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
