BNP Paribas Put 550 UNH 16.01.2026
/ DE000PC1FH20
BNP Paribas Put 550 UNH 16.01.202.../ DE000PC1FH20 /
2024-05-23 8:56:00 AM |
Chg.+0.02 |
Bid7:12:37 PM |
Ask7:12:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.41EUR |
+0.31% |
6.65 Bid Size: 2,400 |
6.68 Ask Size: 2,400 |
UnitedHealth Group I... |
550.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC1FH2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.63 |
Intrinsic value: |
2.65 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
2.65 |
Time value: |
3.82 |
Break-even: |
443.38 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.47% |
Delta: |
-0.42 |
Theta: |
-0.03 |
Omega: |
-3.13 |
Rho: |
-4.41 |
Quote data
Open: |
6.41 |
High: |
6.41 |
Low: |
6.41 |
Previous Close: |
6.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.19% |
1 Month |
|
|
-19.88% |
3 Months |
|
|
+0.16% |
YTD |
|
|
-5.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.69 |
6.37 |
1M High / 1M Low: |
8.33 |
6.37 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-15 |
11.10 |
Low (YTD): |
2024-01-04 |
6.04 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |