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BNP Paribas Call 45 UAL 20.09.202.../  DE000PC1L2A0  /

Frankfurt Zert./BNP
2024-07-26  9:50:32 PM Chg.+0.030 Bid9:57:54 PM Ask9:57:54 PM Underlying Strike price Expiration date Option type
0.410EUR +7.89% 0.410
Bid Size: 40,000		 0.420
Ask Size: 40,000		 United Airlines Hold... 45.00 USD 2024-09-20 Call
 

Master data

WKN: PC1L2A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 45.00 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: 10.39
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.22
Implied volatility: 0.43
Historic volatility: 0.35
Parity: 0.22
Time value: 0.20
Break-even: 45.65
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.66
Theta: -0.03
Omega: 6.89
Rho: 0.04
 

Quote data

Open: 0.380
High: 0.410
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.77%
1 Month
  -31.67%
3 Months
  -58.59%
YTD
  -14.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.340
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: 1.150 0.300
High (YTD): 2024-05-14 1.150
Low (YTD): 2024-01-17 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.457
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.57%
Volatility 6M:   233.08%
Volatility 1Y:   -
Volatility 3Y:   -