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BNP Paribas Call 48 UAL1 21.06.20.../  DE000PE18M37  /

EUWAX
2024-05-28  8:57:54 AM Chg.-0.010 Bid9:01:17 AM Ask9:01:17 AM Underlying Strike price Expiration date Option type
0.410EUR -2.38% 0.410
Bid Size: 7,750		 0.450
Ask Size: 7,750		 UTD AIRLINES HLDGS D... 48.00 - 2024-06-21 Call
 

Master data

WKN: PE18M3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UTD AIRLINES HLDGS DL-,01
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.84
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.35
Parity: -0.03
Time value: 0.44
Break-even: 52.40
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 2.95
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.54
Theta: -0.09
Omega: 5.86
Rho: 0.01
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.92%
1 Month
  -36.92%
3 Months  
+51.85%
YTD  
+57.69%
1 Year
  -54.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.420
1M High / 1M Low: 0.720 0.420
6M High / 6M Low: 0.720 0.100
High (YTD): 2024-05-15 0.720
Low (YTD): 2024-04-16 0.100
52W High: 2023-07-21 1.410
52W Low: 2024-04-16 0.100
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.574
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   212.82%
Volatility 6M:   324.68%
Volatility 1Y:   249.44%
Volatility 3Y:   -