BNP Paribas Call 55 UAL 20.09.202.../  DE000PC87107  /

EUWAX
2024-07-26  8:53:44 AM Chg.+0.017 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.057EUR +42.50% -
Bid Size: -
-
Ask Size: -
United Airlines Hold... 55.00 USD 2024-09-20 Call
 

Master data

WKN: PC8710
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.95
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -0.70
Time value: 0.09
Break-even: 51.57
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 2.03
Spread abs.: 0.03
Spread %: 44.44%
Delta: 0.23
Theta: -0.02
Omega: 10.88
Rho: 0.01
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.64%
1 Month
  -66.47%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.040
1M High / 1M Low: 0.190 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   437.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -