BNP Paribas Call 55 DAL 18.12.2026
/ DE000PG85SY3
BNP Paribas Call 55 DAL 18.12.202.../ DE000PG85SY3 /
| 1/24/2025 9:55:15 PM |
Chg.-0.060 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
-2.76% |
2.110
Bid Size: 23,000 |
2.120
Ask Size: 23,000 |
Delta Air Lines Inc |
55.00 - |
12/18/2026 |
Call |
Master data
| WKN: |
PG85SY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
12/18/2026 |
| Issue date: |
10/7/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
0.90 |
| Time value: |
1.22 |
| Break-even: |
76.20 |
| Moneyness: |
1.16 |
| Premium: |
0.19 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.23 |
| Rho: |
0.49 |
Quote data
| Open: |
2.180 |
| High: |
2.180 |
| Low: |
2.100 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.93% |
| 1 Month |
|
|
+17.22% |
| 3 Months |
|
|
+78.81% |
| YTD |
|
|
+20.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
2.080 |
| 1M High / 1M Low: |
2.240 |
1.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
2.240 |
| Low (YTD): |
1/3/2025 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |