BNP Paribas Call 58 DAL 20.09.2024
/ DE000PC84AD7
BNP Paribas Call 58 DAL 20.09.202.../ DE000PC84AD7 /
| 2024-06-24 9:50:41 PM |
Chg.-0.002 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-2.53% |
0.074
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Delta Air Lines Inc |
58.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC84AD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.81 |
| Time value: |
0.09 |
| Break-even: |
55.18 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.01 |
| Spread %: |
15.19% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
10.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.076 |
| High: |
0.090 |
| Low: |
0.075 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.44% |
| 1 Month |
|
|
-48.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.077 |
| 1M High / 1M Low: |
0.160 |
0.076 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
