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BNP Paribas Call 80 UAL 20.06.202.../  DE000PN7EVR2  /

EUWAX
10/4/2024  1:51:03 PM Chg.+0.020 Bid6:44:01 PM Ask6:44:01 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.270
Bid Size: 62,000		 0.280
Ask Size: 62,000		 United Airlines Hold... 80.00 USD 6/20/2025 Call
 

Master data

WKN: PN7EVR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 6/20/2025
Issue date: 8/17/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.91
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.38
Parity: -2.21
Time value: 0.23
Break-even: 74.79
Moneyness: 0.70
Premium: 0.48
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.24
Theta: -0.01
Omega: 5.30
Rho: 0.07
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month  
+369.39%
3 Months  
+109.09%
YTD  
+64.29%
1 Year  
+15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.210
1M High / 1M Low: 0.280 0.043
6M High / 6M Low: 0.320 0.024
High (YTD): 5/15/2024 0.320
Low (YTD): 8/5/2024 0.024
52W High: 5/15/2024 0.320
52W Low: 8/5/2024 0.024
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   371.66%
Volatility 6M:   312.54%
Volatility 1Y:   251.55%
Volatility 3Y:   -