BNP Paribas Put 60 UAL 20.09.2024
/ DE000PC87172
BNP Paribas Put 60 UAL 20.09.2024/ DE000PC87172 /
| 2024-07-26 9:50:32 PM |
Chg.-0.040 |
Bid9:55:44 PM |
Ask9:55:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-3.31% |
1.170
Bid Size: 28,000 |
1.180
Ask Size: 28,000 |
United Airlines Hold... |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC8717 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.35 |
| Parity: |
1.16 |
| Time value: |
0.02 |
| Break-even: |
43.47 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-3.24 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.210 |
| High: |
1.250 |
| Low: |
1.160 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.36% |
| 1 Month |
|
|
+4.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.070 |
| 1M High / 1M Low: |
1.450 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
