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

Frankfurt Zert./BNP
2024-10-18  9:50:28 PM Chg.+0.010 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
11.560EUR +0.09% 11.560
Bid Size: 2,300		 -
Ask Size: -		 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: 4.53
Leverage: Yes

Calculated values

Fair value: 7.91
Intrinsic value: 7.41
Implied volatility: 0.73
Historic volatility: 0.21
Parity: 7.41
Time value: 4.15
Break-even: 565.60
Moneyness: 1.16
Premium: 0.08
Premium p.a.: 0.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.73
Theta: -0.37
Omega: 3.32
Rho: 0.66
 

Quote data

Open: 11.290
High: 11.680
Low: 10.990
Previous Close: 11.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.93%
1 Month
  -5.63%
3 Months
  -4.86%
YTD  
+13.22%
1 Year
  -0.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.970 10.450
1M High / 1M Low: 14.970 10.450
6M High / 6M Low: 14.970 5.630
High (YTD): 2024-10-14 14.970
Low (YTD): 2024-04-12 3.920
52W High: 2024-10-14 14.970
52W Low: 2024-04-12 3.920
Avg. price 1W:   12.100
Avg. volume 1W:   0.000
Avg. price 1M:   12.781
Avg. volume 1M:   0.000
Avg. price 6M:   10.098
Avg. volume 6M:   0.000
Avg. price 1Y:   9.742
Avg. volume 1Y:   0.000
Volatility 1M:   133.76%
Volatility 6M:   103.58%
Volatility 1Y:   102.48%
Volatility 3Y:   -