BNP Paribas Put 40 DAL 16.01.2026
/ DE000PC1LCE1
BNP Paribas Put 40 DAL 16.01.2026/ DE000PC1LCE1 /
| 2024-09-20 9:50:34 PM |
Chg.0.000 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
0.00% |
0.350
Bid Size: 50,000 |
0.360
Ask Size: 50,000 |
Delta Air Lines Inc |
40.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1LCE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-11.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-0.62 |
| Time value: |
0.36 |
| Break-even: |
32.23 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.25 |
| Theta: |
0.00 |
| Omega: |
-2.90 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
-35.19% |
| 3 Months |
|
|
+2.94% |
| YTD |
|
|
-43.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.540 |
0.350 |
| 6M High / 6M Low: |
0.680 |
0.270 |
| High (YTD): |
2024-01-17 |
0.730 |
| Low (YTD): |
2024-05-20 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.53% |
| Volatility 6M: |
|
88.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
