BNP Paribas Put 50 UAL 20.09.2024
/ DE000PC1L2P8
BNP Paribas Put 50 UAL 20.09.2024/ DE000PC1L2P8 /
09/08/2024 09:08:31 |
Chg.-0.220 |
Bid22:00:09 |
Ask22:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-21.57% |
- Bid Size: - |
- Ask Size: - |
United Airlines Hold... |
50.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
11/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.46 |
Historic volatility: |
0.36 |
Parity: |
0.78 |
Time value: |
0.02 |
Break-even: |
37.81 |
Moneyness: |
1.21 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
-0.87 |
Theta: |
-0.01 |
Omega: |
-4.12 |
Rho: |
-0.05 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.11% |
1 Month |
|
|
+70.21% |
3 Months |
|
|
+142.42% |
YTD |
|
|
-13.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.800 |
1M High / 1M Low: |
1.030 |
0.340 |
6M High / 6M Low: |
1.030 |
0.250 |
High (YTD): |
17/01/2024 |
1.190 |
Low (YTD): |
20/05/2024 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.960 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.577 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.543 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
306.55% |
Volatility 6M: |
|
190.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |