BNP Paribas Put 50 UAL 20.09.2024
/ DE000PC1L2P8
BNP Paribas Put 50 UAL 20.09.2024/ DE000PC1L2P8 /
7/12/2024 9:08:58 AM |
Chg.+0.070 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+14.58% |
- Bid Size: - |
- Ask Size: - |
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: |
-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): |
1/17/2024 |
1.190 |
Low (YTD): |
5/20/2024 |
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: |
|
- |