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

EUWAX
10/09/2024  09:24:00 Chg.-0.34 Bid10:49:47 Ask10:49:47 Underlying Strike price Expiration date Option type
12.80EUR -2.59% 12.89
Bid Size: 2,300		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 460.00 - 20/12/2024 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: 20/12/2024
Issue date: 23/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 8.40
Intrinsic value: 7.84
Implied volatility: 0.77
Historic volatility: 0.20
Parity: 7.84
Time value: 4.93
Break-even: 587.70
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.37
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.73
Theta: -0.38
Omega: 3.08
Rho: 0.74
 

Quote data

Open: 12.80
High: 12.80
Low: 12.80
Previous Close: 13.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.91%
1 Month  
+17.97%
3 Months  
+139.25%
YTD  
+38.53%
1 Year  
+76.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.66 12.56
1M High / 1M Low: 13.66 10.35
6M High / 6M Low: 13.66 3.35
High (YTD): 05/09/2024 13.66
Low (YTD): 15/04/2024 3.35
52W High: 05/09/2024 13.66
52W Low: 15/04/2024 3.35
Avg. price 1W:   13.05
Avg. volume 1W:   0.00
Avg. price 1M:   12.05
Avg. volume 1M:   0.00
Avg. price 6M:   7.56
Avg. volume 6M:   0.00
Avg. price 1Y:   8.50
Avg. volume 1Y:   0.00
Volatility 1M:   46.81%
Volatility 6M:   138.16%
Volatility 1Y:   113.19%
Volatility 3Y:   -