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

EUWAX
2024-06-21  8:34:08 AM Chg.-0.020 Bid9:20:16 AM Ask9:20:16 AM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.140
Bid Size: 20,000		 0.150
Ask Size: 20,000		 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: 30.45
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.36
Parity: -2.90
Time value: 0.15
Break-even: 76.23
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.18
Theta: -0.01
Omega: 5.43
Rho: 0.07
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -51.72%
3 Months  
+7.69%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.320 0.077
High (YTD): 2024-05-15 0.320
Low (YTD): 2024-01-17 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.80%
Volatility 6M:   217.17%
Volatility 1Y:   -
Volatility 3Y:   -