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

Frankfurt Zert./BNP
26/09/2024  21:50:34 Chg.-0.360 Bid08:02:44 Ask08:02:44 Underlying Strike price Expiration date Option type
11.840EUR -2.95% 12.010
Bid Size: 600		 12.180
Ask Size: 600		 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: 4.17
Leverage: Yes

Calculated values

Fair value: 7.44
Intrinsic value: 6.78
Implied volatility: 0.78
Historic volatility: 0.19
Parity: 6.78
Time value: 5.63
Break-even: 574.10
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.40
Spread abs.: 0.20
Spread %: 1.64%
Delta: 0.71
Theta: -0.36
Omega: 2.98
Rho: 0.76
 

Quote data

Open: 12.330
High: 12.330
Low: 11.830
Previous Close: 12.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.35%
1 Month
  -10.10%
3 Months  
+93.78%
YTD  
+15.96%
1 Year  
+15.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.250 11.840
1M High / 1M Low: 14.600 11.840
6M High / 6M Low: 14.600 3.920
High (YTD): 04/09/2024 14.600
Low (YTD): 12/04/2024 3.920
52W High: 04/09/2024 14.600
52W Low: 12/04/2024 3.920
Avg. price 1W:   12.088
Avg. volume 1W:   0.000
Avg. price 1M:   13.241
Avg. volume 1M:   0.000
Avg. price 6M:   9.168
Avg. volume 6M:   0.000
Avg. price 1Y:   9.648
Avg. volume 1Y:   0.000
Volatility 1M:   54.12%
Volatility 6M:   114.80%
Volatility 1Y:   96.86%
Volatility 3Y:   -