BNP Paribas Call 450 UNH 17.01.2025
/ DE000PE84XF0
BNP Paribas Call 450 UNH 17.01.20.../ DE000PE84XF0 /
7/16/2024 9:50:22 PM |
Chg.+2.610 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.500EUR |
+33.08% |
10.470 Bid Size: 2,600 |
10.510 Ask Size: 2,600 |
UNITEDHEALTH GROUP D... |
450.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
2/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.28 |
Intrinsic value: |
2.29 |
Implied volatility: |
0.49 |
Historic volatility: |
0.19 |
Parity: |
2.29 |
Time value: |
5.70 |
Break-even: |
529.90 |
Moneyness: |
1.05 |
Premium: |
0.12 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
0.25% |
Delta: |
0.64 |
Theta: |
-0.19 |
Omega: |
3.81 |
Rho: |
1.14 |
Quote data
Open: |
7.880 |
High: |
10.500 |
Low: |
7.250 |
Previous Close: |
7.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+51.30% |
1 Month |
|
|
+64.58% |
3 Months |
|
|
+63.81% |
YTD |
|
|
+2.84% |
1 Year |
|
|
+32.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.500 |
6.940 |
1M High / 1M Low: |
10.500 |
5.630 |
6M High / 6M Low: |
10.500 |
3.920 |
High (YTD): |
1/4/2024 |
11.650 |
Low (YTD): |
4/12/2024 |
3.920 |
52W High: |
12/5/2023 |
12.650 |
52W Low: |
4/12/2024 |
3.920 |
Avg. price 1W: |
|
8.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.649 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.325 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.902 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.75% |
Volatility 6M: |
|
120.54% |
Volatility 1Y: |
|
95.76% |
Volatility 3Y: |
|
- |