BNP Paribas Call 35 UAL1 21.06.2024
/ DE000PE18MY2
BNP Paribas Call 35 UAL1 21.06.20.../ DE000PE18MY2 /
| 2024-05-10 9:50:23 PM |
Chg.0.000 |
Bid9:56:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
UTD AIRLINES HLDGS D... |
35.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE18MY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UTD AIRLINES HLDGS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-13 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.79 |
| Historic volatility: |
0.35 |
| Parity: |
1.34 |
| Time value: |
0.33 |
| Break-even: |
51.70 |
| Moneyness: |
1.38 |
| Premium: |
0.07 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.11 |
| Omega: |
2.37 |
| Rho: |
0.02 |
Quote data
| Open: |
1.680 |
| High: |
1.730 |
| Low: |
1.650 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.24% |
| 3 Months |
|
|
+53.21% |
| YTD |
|
|
+91.95% |
| 1 Year |
|
|
0.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.840 |
1.560 |
| 6M High / 6M Low: |
1.840 |
0.580 |
| High (YTD): |
2024-04-23 |
1.840 |
| Low (YTD): |
2024-01-17 |
0.580 |
| 52W High: |
2023-07-21 |
2.300 |
| 52W Low: |
2023-10-27 |
0.480 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.250 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
89.48% |
| Volatility 6M: |
|
180.28% |
| Volatility 1Y: |
|
141.08% |
| Volatility 3Y: |
|
- |
