BNP Paribas Call 35 DAL 18.12.2026
/ DE000PG6ANX6
BNP Paribas Call 35 DAL 18.12.202.../ DE000PG6ANX6 /
| 1/24/2025 9:55:20 PM |
Chg.-0.080 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.400EUR |
-2.30% |
3.410
Bid Size: 20,000 |
3.420
Ask Size: 20,000 |
Delta Air Lines Inc |
35.00 - |
12/18/2026 |
Call |
Master data
| WKN: |
PG6ANX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
12/18/2026 |
| Issue date: |
8/13/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
2.90 |
| Time value: |
0.52 |
| Break-even: |
69.20 |
| Moneyness: |
1.83 |
| Premium: |
0.08 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
1.68 |
| Rho: |
0.44 |
Quote data
| Open: |
3.480 |
| High: |
3.480 |
| Low: |
3.390 |
| Previous Close: |
3.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.19% |
| 1 Month |
|
|
+14.09% |
| 3 Months |
|
|
+53.15% |
| YTD |
|
|
+16.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.550 |
3.360 |
| 1M High / 1M Low: |
3.550 |
2.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
3.550 |
| Low (YTD): |
1/3/2025 |
2.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |