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BNP Paribas Put 50 UAL 20.09.2024/  DE000PC1L2P8  /

Frankfurt Zert./BNP
2024-07-05  9:50:34 PM Chg.+0.090 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.500EUR +21.95% 0.490
Bid Size: 47,000		 0.500
Ask Size: 47,000		 United Airlines Hold... 50.00 USD 2024-09-20 Put
 

Master data

WKN: PC1L2P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.67
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.28
Implied volatility: 0.45
Historic volatility: 0.35
Parity: 0.28
Time value: 0.22
Break-even: 41.13
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.04%
Delta: -0.56
Theta: -0.02
Omega: -4.89
Rho: -0.06
 

Quote data

Open: 0.410
High: 0.510
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.28%
1 Month  
+72.41%
3 Months
  -38.27%
YTD
  -45.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.400
1M High / 1M Low: 0.500 0.280
6M High / 6M Low: 1.180 0.250
High (YTD): 2024-01-17 1.180
Low (YTD): 2024-05-17 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.385
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.03%
Volatility 6M:   161.07%
Volatility 1Y:   -
Volatility 3Y:   -