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BNP Paribas Call 460 UNH 21.06.20.../  DE000PE84WW7  /

Frankfurt Zert./BNP
2024-06-14  9:50:36 PM Chg.-0.140 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
3.340EUR -4.02% 3.450
Bid Size: 2,500		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 460.00 - 2024-06-21 Call
 

Master data

WKN: PE84WW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.90
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.44
Implied volatility: 1.31
Historic volatility: 0.20
Parity: 0.44
Time value: 2.90
Break-even: 493.40
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 38.90
Spread abs.: -0.11
Spread %: -3.19%
Delta: 0.56
Theta: -2.60
Omega: 7.75
Rho: 0.04
 

Quote data

Open: 3.440
High: 3.490
Low: 3.010
Previous Close: 3.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.71%
1 Month
  -45.07%
3 Months
  -20.29%
YTD
  -57.29%
1 Year
  -32.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.480 2.990
1M High / 1M Low: 6.170 2.320
6M High / 6M Low: 9.280 1.130
High (YTD): 2024-01-04 9.280
Low (YTD): 2024-04-12 1.130
52W High: 2023-12-05 10.290
52W Low: 2024-04-12 1.130
Avg. price 1W:   3.266
Avg. volume 1W:   0.000
Avg. price 1M:   4.183
Avg. volume 1M:   0.000
Avg. price 6M:   5.057
Avg. volume 6M:   0.000
Avg. price 1Y:   6.373
Avg. volume 1Y:   0.000
Volatility 1M:   287.50%
Volatility 6M:   219.68%
Volatility 1Y:   170.84%
Volatility 3Y:   -