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BNP Paribas Call 40 UAL 20.09.202.../  DE000PC1L187  /

Frankfurt Zert./BNP
2024-07-26  9:50:33 PM Chg.+0.040 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.760EUR +5.56% 0.760
Bid Size: 30,000		 0.770
Ask Size: 30,000		 United Airlines Hold... 40.00 USD 2024-09-20 Call
 

Master data

WKN: PC1L18
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.67
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.68
Implied volatility: 0.48
Historic volatility: 0.35
Parity: 0.68
Time value: 0.09
Break-even: 44.55
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.85
Theta: -0.02
Omega: 4.80
Rho: 0.04
 

Quote data

Open: 0.720
High: 0.760
Low: 0.690
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.43%
1 Month
  -19.15%
3 Months
  -44.12%
YTD  
+8.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.670
1M High / 1M Low: 0.940 0.570
6M High / 6M Low: 1.530 0.540
High (YTD): 2024-05-14 1.530
Low (YTD): 2024-01-17 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.783
Avg. volume 1M:   0.000
Avg. price 6M:   0.953
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.96%
Volatility 6M:   181.41%
Volatility 1Y:   -
Volatility 3Y:   -