BNP Paribas Call 40 UAL 20.09.2024
/ DE000PC1L187
BNP Paribas Call 40 UAL 20.09.202.../ DE000PC1L187 /
| 2024-07-26 9:14:43 AM |
Chg.+0.090 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
+2.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.630 |
| 1M High / 1M Low: |
0.950 |
0.570 |
| 6M High / 6M Low: |
1.540 |
0.540 |
| High (YTD): |
2024-05-15 |
1.540 |
| Low (YTD): |
2024-01-17 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.947 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.37% |
| Volatility 6M: |
|
156.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
