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BNP Paribas Call 480 UNH 21.06.20.../  DE000PE84WX5  /

Frankfurt Zert./BNP
2024-06-14  8:20:48 AM Chg.-0.080 Bid8:42:41 AM Ask8:42:41 AM Underlying Strike price Expiration date Option type
1.610EUR -4.73% 1.550
Bid Size: 1,936		 1.610
Ask Size: 1,864		 UNITEDHEALTH GROUP D... 480.00 - 2024-06-21 Call
 

Master data

WKN: PE84WX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.77
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.20
Parity: -1.69
Time value: 1.73
Break-even: 497.30
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 39.88
Spread abs.: 0.02
Spread %: 1.17%
Delta: 0.42
Theta: -1.72
Omega: 11.25
Rho: 0.03
 

Quote data

Open: 1.610
High: 1.610
Low: 1.610
Previous Close: 1.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month
  -55.52%
3 Months
  -41.67%
YTD
  -74.73%
1 Year
  -58.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.690 1.290
1M High / 1M Low: 4.400 1.040
6M High / 6M Low: 7.740 0.610
High (YTD): 2024-01-04 7.740
Low (YTD): 2024-04-12 0.610
52W High: 2023-12-05 8.740
52W Low: 2024-04-12 0.610
Avg. price 1W:   1.498
Avg. volume 1W:   0.000
Avg. price 1M:   2.631
Avg. volume 1M:   173.913
Avg. price 6M:   3.713
Avg. volume 6M:   32
Avg. price 1Y:   5.015
Avg. volume 1Y:   15.625
Volatility 1M:   442.71%
Volatility 6M:   282.11%
Volatility 1Y:   215.32%
Volatility 3Y:   -