BNP Paribas Call 45 UAL 20.09.2024
/ DE000PC1L2A0
BNP Paribas Call 45 UAL 20.09.202.../ DE000PC1L2A0 /
| 05/07/2024 09:10:00 |
Chg.0.000 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
United Airlines Hold... |
45.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.35 |
| Parity: |
0.32 |
| Time value: |
0.29 |
| Break-even: |
47.73 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
5.00 |
| Rho: |
0.05 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
-43.00% |
| 3 Months |
|
|
+21.28% |
| YTD |
|
|
+18.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.550 |
| 1M High / 1M Low: |
1.000 |
0.550 |
| 6M High / 6M Low: |
1.160 |
0.290 |
| High (YTD): |
15/05/2024 |
1.160 |
| Low (YTD): |
17/01/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.81% |
| Volatility 6M: |
|
190.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
