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

Frankfurt Zert./BNP
15/08/2024  21:50:33 Chg.-0.160 Bid21:59:41 Ask21:59:41 Underlying Strike price Expiration date Option type
12.720EUR -1.24% 12.860
Bid Size: 2,400		 12.900
Ask Size: 2,400		 UNITEDHEALTH GROUP D... 450.00 - 17/01/2025 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: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 8.61
Intrinsic value: 7.64
Implied volatility: 0.65
Historic volatility: 0.20
Parity: 7.64
Time value: 5.26
Break-even: 579.00
Moneyness: 1.17
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.04
Spread %: 0.31%
Delta: 0.73
Theta: -0.26
Omega: 2.99
Rho: 1.09
 

Quote data

Open: 12.960
High: 13.070
Low: 12.560
Previous Close: 12.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month  
+61.22%
3 Months  
+51.61%
YTD  
+24.58%
1 Year  
+29.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.880 11.320
1M High / 1M Low: 13.780 7.890
6M High / 6M Low: 13.780 3.920
High (YTD): 02/08/2024 13.780
Low (YTD): 12/04/2024 3.920
52W High: 02/08/2024 13.780
52W Low: 12/04/2024 3.920
Avg. price 1W:   12.138
Avg. volume 1W:   0.000
Avg. price 1M:   11.922
Avg. volume 1M:   0.000
Avg. price 6M:   7.873
Avg. volume 6M:   0.000
Avg. price 1Y:   9.120
Avg. volume 1Y:   0.000
Volatility 1M:   145.23%
Volatility 6M:   120.12%
Volatility 1Y:   98.27%
Volatility 3Y:   -