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BNP Paribas Call 80 UAL 20.06.202.../  DE000PN7EVR2  /

Frankfurt Zert./BNP
2024-09-20  9:50:26 PM Chg.-0.010 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.120
Bid Size: 45,000		 0.130
Ask Size: 45,000		 United Airlines Hold... 80.00 USD 2025-06-20 Call
 

Master data

WKN: PN7EVR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-06-20
Issue date: 2023-08-17
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.95
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.37
Parity: -2.49
Time value: 0.13
Break-even: 72.96
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.17
Theta: -0.01
Omega: 6.13
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+251.35%
3 Months     0.00%
YTD
  -7.14%
1 Year
  -43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.150 0.034
6M High / 6M Low: 0.320 0.033
High (YTD): 2024-05-14 0.320
Low (YTD): 2024-08-06 0.033
52W High: 2024-05-14 0.320
52W Low: 2024-08-06 0.033
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   235.55%
Volatility 6M:   280.34%
Volatility 1Y:   240.72%
Volatility 3Y:   -