BNP Paribas Call 550 UNH 20.09.2024
/ DE000PC1FGV8
BNP Paribas Call 550 UNH 20.09.20.../ DE000PC1FGV8 /
| 8/2/2024 9:50:37 PM |
Chg.+1.270 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.370EUR |
+40.97% |
4.540
Bid Size: 2,700 |
4.560
Ask Size: 2,700 |
UnitedHealth Group I... |
550.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC1FGV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
3.65 |
| Time value: |
0.91 |
| Break-even: |
549.68 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.79 |
| Theta: |
-0.20 |
| Omega: |
9.36 |
| Rho: |
0.50 |
Quote data
| Open: |
3.060 |
| High: |
4.370 |
| Low: |
3.000 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.85% |
| 1 Month |
|
|
+724.53% |
| 3 Months |
|
|
+420.24% |
| YTD |
|
|
+31.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.370 |
3.010 |
| 1M High / 1M Low: |
4.370 |
0.440 |
| 6M High / 6M Low: |
4.370 |
0.320 |
| High (YTD): |
8/2/2024 |
4.370 |
| Low (YTD): |
4/12/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
546.49% |
| Volatility 6M: |
|
336.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
