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BNP Paribas Put 50 UAL 20.09.2024/  DE000PC1L2P8  /

Frankfurt Zert./BNP
9/2/2024  9:21:15 AM Chg.0.000 Bid9/2/2024 Ask9/2/2024 Underlying Strike price Expiration date Option type
0.560EUR 0.00% 0.560
Bid Size: 16,000		 0.580
Ask Size: 16,000		 United Airlines Hold... 50.00 USD 9/20/2024 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: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.25
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.42
Historic volatility: 0.37
Parity: 0.54
Time value: 0.01
Break-even: 39.76
Moneyness: 1.14
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.85%
Delta: -0.89
Theta: -0.01
Omega: -6.46
Rho: -0.02
 

Quote data

Open: 0.550
High: 0.560
Low: 0.550
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.85%
1 Month
  -39.13%
3 Months  
+80.65%
YTD
  -38.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.560
1M High / 1M Low: 1.130 0.560
6M High / 6M Low: 1.130 0.250
High (YTD): 1/17/2024 1.180
Low (YTD): 5/17/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.788
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.04%
Volatility 6M:   202.51%
Volatility 1Y:   -
Volatility 3Y:   -