OverviewChartNewsTraderScreen

BNP Paribas Call 460 UNH 20.12.20.../  DE000PN473Y6  /

Frankfurt Zert./BNP
2024-07-10  8:21:00 AM Chg.-0.070 Bid8:32:31 AM Ask8:32:31 AM Underlying Strike price Expiration date Option type
5.450EUR -1.27% 5.470
Bid Size: 1,800		 5.520
Ask Size: 1,800		 UNITEDHEALTH GROUP D... 460.00 - 2024-12-20 Call
 

Master data

WKN: PN473Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-12-20
Issue date: 2023-06-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.27
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.20
Parity: -0.49
Time value: 5.50
Break-even: 515.00
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 0.37%
Delta: 0.57
Theta: -0.18
Omega: 4.69
Rho: 0.91
 

Quote data

Open: 5.450
High: 5.450
Low: 5.450
Previous Close: 5.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.49%
1 Month
  -2.33%
3 Months  
+45.72%
YTD
  -41.84%
1 Year
  -13.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.540 5.240
1M High / 1M Low: 5.870 4.730
6M High / 6M Low: 10.150 3.200
High (YTD): 2024-01-04 10.760
Low (YTD): 2024-04-12 3.200
52W High: 2023-12-05 11.750
52W Low: 2024-04-12 3.200
Avg. price 1W:   5.390
Avg. volume 1W:   0.000
Avg. price 1M:   5.377
Avg. volume 1M:   0.000
Avg. price 6M:   6.498
Avg. volume 6M:   0.000
Avg. price 1Y:   8.007
Avg. volume 1Y:   0.000
Volatility 1M:   94.48%
Volatility 6M:   124.47%
Volatility 1Y:   104.22%
Volatility 3Y:   -