BNP Paribas Put 520 UNH 20.09.2024
/ DE000PC1FHM5
BNP Paribas Put 520 UNH 20.09.202.../ DE000PC1FHM5 /
| 2024-05-23 9:20:37 PM |
Chg.+0.210 |
Bid9:24:04 PM |
Ask9:24:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.240EUR |
+10.34% |
2.250
Bid Size: 5,200 |
2.270
Ask Size: 5,200 |
UnitedHealth Group I... |
520.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1FHM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 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: |
-23.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.12 |
| Time value: |
2.04 |
| Break-even: |
459.96 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
-0.43 |
| Theta: |
-0.07 |
| Omega: |
-10.09 |
| Rho: |
-0.74 |
Quote data
| Open: |
1.990 |
| High: |
2.270 |
| Low: |
1.970 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.89% |
| 1 Month |
|
|
-44.42% |
| 3 Months |
|
|
-8.94% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
1.880 |
| 1M High / 1M Low: |
4.150 |
1.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-12 |
7.900 |
| Low (YTD): |
2024-05-21 |
1.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
