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BNP Paribas Call 480 UNH 20.12.20.../  DE000PE84W75  /

Frankfurt Zert./BNP
11/10/2024  21:50:30 Chg.+0.070 Bid21:59:57 Ask- Underlying Strike price Expiration date Option type
11.450EUR +0.62% 11.390
Bid Size: 2,200		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 480.00 - 20/12/2024 Call
 

Master data

WKN: PE84W7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 7.09
Intrinsic value: 6.69
Implied volatility: 0.84
Historic volatility: 0.20
Parity: 6.69
Time value: 4.76
Break-even: 594.50
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.55
Spread abs.: 0.06
Spread %: 0.53%
Delta: 0.71
Theta: -0.52
Omega: 3.40
Rho: 0.52
 

Quote data

Open: 11.250
High: 11.600
Low: 11.080
Previous Close: 11.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+4.19%
3 Months  
+112.04%
YTD  
+41.71%
1 Year  
+9.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.450 10.080
1M High / 1M Low: 11.450 9.110
6M High / 6M Low: 11.810 2.890
High (YTD): 04/09/2024 11.810
Low (YTD): 12/04/2024 2.430
52W High: 04/09/2024 11.810
52W Low: 12/04/2024 2.430
Avg. price 1W:   10.828
Avg. volume 1W:   0.000
Avg. price 1M:   10.242
Avg. volume 1M:   0.000
Avg. price 6M:   7.443
Avg. volume 6M:   0.000
Avg. price 1Y:   7.469
Avg. volume 1Y:   .392
Volatility 1M:   74.63%
Volatility 6M:   131.97%
Volatility 1Y:   118.96%
Volatility 3Y:   -