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BNP Paribas Call 70 UAL1 20.12.20.../  DE000PE9CX21  /

EUWAX
07/11/2024  09:18:40 Chg.+0.42 Bid13:18:36 Ask13:18:36 Underlying Strike price Expiration date Option type
1.75EUR +31.58% 1.78
Bid Size: 15,000		 1.80
Ask Size: 15,000		 UTD AIRLINES HLDGS D... 70.00 - 20/12/2024 Call
 

Master data

WKN: PE9CX2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UTD AIRLINES HLDGS DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 17/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.64
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.16
Implied volatility: 1.03
Historic volatility: 0.40
Parity: 1.16
Time value: 0.60
Break-even: 87.60
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.73
Theta: -0.11
Omega: 3.40
Rho: 0.05
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.25%
1 Month  
+993.75%
3 Months  
+17400.00%
YTD  
+1490.91%
1 Year  
+2400.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 0.90
1M High / 1M Low: 1.33 0.16
6M High / 6M Low: 1.33 0.00
High (YTD): 06/11/2024 1.33
Low (YTD): 05/09/2024 0.00
52W High: 06/11/2024 1.33
52W Low: 05/09/2024 0.00
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   0.65
Avg. volume 1M:   0.00
Avg. price 6M:   0.18
Avg. volume 6M:   0.00
Avg. price 1Y:   0.14
Avg. volume 1Y:   0.00
Volatility 1M:   456.89%
Volatility 6M:   1,584.47%
Volatility 1Y:   1,141.71%
Volatility 3Y:   -