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BNP Paribas Call 420 UNH 21.06.20.../  DE000PE01781  /

Frankfurt Zert./BNP
2024-05-10  9:50:32 PM Chg.+0.450 Bid9:59:42 PM Ask- Underlying Strike price Expiration date Option type
8.840EUR +5.36% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 420.00 - 2024-06-21 Call
 

Master data

WKN: PE0178
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-06-21
Issue date: 2023-03-21
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 4.15
Intrinsic value: 4.08
Implied volatility: 1.94
Historic volatility: 0.20
Parity: 4.08
Time value: 4.82
Break-even: 509.00
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 12.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.67
Theta: -2.29
Omega: 3.47
Rho: 0.08
 

Quote data

Open: 8.420
High: 8.840
Low: 8.250
Previous Close: 8.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.90%
3 Months  
+42.35%
YTD
  -19.20%
1 Year
  -1.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 8.840 7.830
6M High / 6M Low: 13.530 3.080
High (YTD): 2024-01-04 12.530
Low (YTD): 2024-04-12 3.080
52W High: 2023-12-05 13.560
52W Low: 2024-04-12 3.080
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   8.285
Avg. volume 1M:   0.000
Avg. price 6M:   8.653
Avg. volume 6M:   0.000
Avg. price 1Y:   9.536
Avg. volume 1Y:   0.000
Volatility 1M:   17.63%
Volatility 6M:   141.15%
Volatility 1Y:   116.09%
Volatility 3Y:   -