BNP Paribas Put 500 UNH 20.09.2024
/ DE000PC1FHL7
BNP Paribas Put 500 UNH 20.09.202.../ DE000PC1FHL7 /
| 2024-05-27 2:50:45 PM |
Chg.+0.040 |
Bid3:02:30 PM |
Ask3:02:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
+2.31% |
1.760
Bid Size: 2,700 |
1.830
Ask Size: 2,700 |
UnitedHealth Group I... |
500.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1FHL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
-0.75 |
| Time value: |
1.75 |
| Break-even: |
443.48 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
-0.39 |
| Theta: |
-0.08 |
| Omega: |
-10.37 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.710 |
| High: |
1.780 |
| Low: |
1.710 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.78% |
| 1 Month |
|
|
-28.05% |
| 3 Months |
|
|
-18.81% |
| YTD |
|
|
-18.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.220 |
| 1M High / 1M Low: |
3.010 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-12 |
6.260 |
| Low (YTD): |
2024-05-21 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
