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BNP Paribas Call 50 UAL 20.09.202.../  DE000PC1L2B8  /

Frankfurt Zert./BNP
2024-07-26  9:50:32 PM Chg.+0.010 Bid9:55:26 PM Ask9:55:26 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% 0.180
Bid Size: 40,000		 0.190
Ask Size: 40,000		 United Airlines Hold... 50.00 USD 2024-09-20 Call
 

Master data

WKN: PC1L2B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.97
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -0.24
Time value: 0.19
Break-even: 47.96
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.87
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.41
Theta: -0.03
Omega: 9.46
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.180
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -48.57%
3 Months
  -73.53%
YTD
  -43.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.350 0.140
6M High / 6M Low: 0.820 0.140
High (YTD): 2024-05-14 0.820
Low (YTD): 2024-07-24 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   396.10%
Volatility 6M:   298.24%
Volatility 1Y:   -
Volatility 3Y:   -