BNP Paribas Put 50 UAL 20.09.2024
/ DE000PC1L2P8
BNP Paribas Put 50 UAL 20.09.2024/ DE000PC1L2P8 /
| 12/07/2024 09:08:58 |
Chg.+0.070 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+14.58% |
-
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: |
-6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
0.48 |
| Time value: |
0.13 |
| Break-even: |
39.74 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.67 |
| Theta: |
-0.02 |
| Omega: |
-4.50 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.15% |
| 1 Month |
|
|
+96.43% |
| 3 Months |
|
|
-32.10% |
| YTD |
|
|
-40.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.550 |
0.280 |
| 6M High / 6M Low: |
1.190 |
0.250 |
| High (YTD): |
17/01/2024 |
1.190 |
| Low (YTD): |
20/05/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.96% |
| Volatility 6M: |
|
148.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
