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

Frankfurt Zert./BNP
2024-07-05  9:50:34 PM Chg.-0.070 Bid9:50:56 PM Ask9:50:56 PM Underlying Strike price Expiration date Option type
0.250EUR -21.88% 0.260
Bid Size: 50,000		 0.270
Ask Size: 50,000		 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: 16.06
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.35
Parity: -0.28
Time value: 0.27
Break-even: 48.83
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.77
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.44
Theta: -0.03
Omega: 7.09
Rho: 0.03
 

Quote data

Open: 0.320
High: 0.330
Low: 0.250
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -62.12%
3 Months
  -10.71%
YTD
  -21.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.660 0.250
6M High / 6M Low: 0.820 0.180
High (YTD): 2024-05-14 0.820
Low (YTD): 2024-01-17 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.89%
Volatility 6M:   276.51%
Volatility 1Y:   -
Volatility 3Y:   -