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BNP Paribas Call 450 UNH 17.01.20.../  DE000PE84XF0  /

Frankfurt Zert./BNP
2024-07-10  8:20:48 AM Chg.-0.070 Bid8:32:06 AM Ask8:32:06 AM Underlying Strike price Expiration date Option type
6.410EUR -1.08% 6.430
Bid Size: 1,700		 6.480
Ask Size: 1,700		 UNITEDHEALTH GROUP D... 450.00 - 2025-01-17 Call
 

Master data

WKN: PE84XF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.06
Leverage: Yes

Calculated values

Fair value: 3.30
Intrinsic value: 0.51
Implied volatility: 0.45
Historic volatility: 0.20
Parity: 0.51
Time value: 5.94
Break-even: 514.50
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 0.31%
Delta: 0.60
Theta: -0.17
Omega: 4.24
Rho: 1.09
 

Quote data

Open: 6.410
High: 6.410
Low: 6.410
Previous Close: 6.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.58%
1 Month
  -2.14%
3 Months  
+42.13%
YTD
  -37.22%
1 Year
  -8.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.500 6.170
1M High / 1M Low: 6.820 5.630
6M High / 6M Low: 11.060 3.920
High (YTD): 2024-01-04 11.650
Low (YTD): 2024-04-12 3.920
52W High: 2023-12-05 12.650
52W Low: 2024-04-12 3.920
Avg. price 1W:   6.340
Avg. volume 1W:   0.000
Avg. price 1M:   6.323
Avg. volume 1M:   0.000
Avg. price 6M:   7.406
Avg. volume 6M:   0.000
Avg. price 1Y:   8.877
Avg. volume 1Y:   0.000
Volatility 1M:   83.89%
Volatility 6M:   112.47%
Volatility 1Y:   95.36%
Volatility 3Y:   -