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

EUWAX
8/2/2024  9:09:14 AM Chg.-0.60 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
11.30EUR -5.04% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 460.00 - 12/20/2024 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: 12/20/2024
Issue date: 6/23/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 8.90
Intrinsic value: 8.06
Implied volatility: 0.64
Historic volatility: 0.20
Parity: 8.06
Time value: 4.86
Break-even: 589.20
Moneyness: 1.18
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 0.16%
Delta: 0.74
Theta: -0.28
Omega: 3.09
Rho: 1.03
 

Quote data

Open: 11.30
High: 11.30
Low: 11.30
Previous Close: 11.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.28%
1 Month  
+105.45%
3 Months  
+87.40%
YTD  
+22.29%
1 Year  
+28.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.90 11.03
1M High / 1M Low: 11.90 5.14
6M High / 6M Low: 11.90 3.35
High (YTD): 8/1/2024 11.90
Low (YTD): 4/15/2024 3.35
52W High: 8/1/2024 11.90
52W Low: 4/15/2024 3.35
Avg. price 1W:   11.45
Avg. volume 1W:   0.00
Avg. price 1M:   8.80
Avg. volume 1M:   0.00
Avg. price 6M:   6.69
Avg. volume 6M:   0.00
Avg. price 1Y:   8.12
Avg. volume 1Y:   0.00
Volatility 1M:   167.27%
Volatility 6M:   145.31%
Volatility 1Y:   114.18%
Volatility 3Y:   -