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BNP Paribas Call 75 UAL 17.01.202.../  DE000PN5BBF9  /

Frankfurt Zert./BNP
2024-07-04  9:50:31 PM Chg.+0.009 Bid2024-07-04 Ask2024-07-04 Underlying Strike price Expiration date Option type
0.061EUR +17.31% 0.061
Bid Size: 25,000		 0.091
Ask Size: 25,000		 United Airlines Hold... 75.00 USD 2025-01-17 Call
 

Master data

WKN: PN5BBF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.95
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.35
Parity: -2.45
Time value: 0.10
Break-even: 70.50
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 1.30
Spread abs.: 0.05
Spread %: 92.31%
Delta: 0.15
Theta: -0.01
Omega: 6.58
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.063
Low: 0.051
Previous Close: 0.052
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month
  -53.08%
3 Months
  -16.44%
YTD
  -31.46%
1 Year
  -88.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.052
1M High / 1M Low: 0.160 0.052
6M High / 6M Low: 0.220 0.030
High (YTD): 2024-05-14 0.220
Low (YTD): 2024-03-18 0.030
52W High: 2023-07-21 0.620
52W Low: 2024-03-18 0.030
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   201.00%
Volatility 6M:   337.64%
Volatility 1Y:   262.71%
Volatility 3Y:   -