BNP Paribas Put 45 UAL 20.09.2024
/ DE000PC1L2N3
BNP Paribas Put 45 UAL 20.09.2024/ DE000PC1L2N3 /
| 05/07/2024 21:50:26 |
Chg.+0.050 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+25.00% |
0.250
Bid Size: 50,000 |
0.260
Ask Size: 50,000 |
United Airlines Hold... |
45.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC1L2N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
-0.18 |
| Time value: |
0.26 |
| Break-even: |
38.92 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.36 |
| Theta: |
-0.02 |
| Omega: |
-6.08 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.260 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
-51.92% |
| YTD |
|
|
-59.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.190 |
| 1M High / 1M Low: |
0.250 |
0.140 |
| 6M High / 6M Low: |
0.820 |
0.130 |
| High (YTD): |
17/01/2024 |
0.820 |
| Low (YTD): |
17/05/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.95% |
| Volatility 6M: |
|
187.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
