BNP Paribas Put 480 UNH 20.09.2024
/ DE000PC22948
BNP Paribas Put 480 UNH 20.09.202.../ DE000PC22948 /
| 2024-05-23 8:53:26 AM |
Chg.+0.040 |
Bid9:54:49 PM |
Ask9:54:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+5.13% |
0.950
Bid Size: 3,300 |
0.970
Ask Size: 3,300 |
UnitedHealth Group I... |
480.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC2294 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-3.82 |
| Time value: |
0.86 |
| Break-even: |
434.81 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
-0.22 |
| Theta: |
-0.07 |
| Omega: |
-12.22 |
| Rho: |
-0.37 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.58% |
| 1 Month |
|
|
-55.68% |
| 3 Months |
|
|
-41.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.780 |
| 1M High / 1M Low: |
2.070 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
