BNP Paribas Put 450 UNH 16.01.202.../  DE000PC36TM8  /

Frankfurt Zert./BNP
02/08/2024  21:50:38 Chg.-0.140 Bid21:59:29 Ask21:59:29 Underlying Strike price Expiration date Option type
1.940EUR -6.73% 1.900
Bid Size: 5,100
1.930
Ask Size: 5,100
UnitedHealth Group I... 450.00 USD 16/01/2026 Put
 

Master data

WKN: PC36TM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 450.00 USD
Maturity: 16/01/2026
Issue date: 30/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.01
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -12.82
Time value: 1.93
Break-even: 393.13
Moneyness: 0.76
Premium: 0.27
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.58%
Delta: -0.15
Theta: -0.04
Omega: -4.20
Rho: -1.46
 

Quote data

Open: 2.070
High: 2.090
Low: 1.890
Previous Close: 2.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.51%
1 Month
  -43.44%
3 Months
  -46.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.080 1.860
1M High / 1M Low: 3.550 1.860
6M High / 6M Low: 5.690 1.860
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.942
Avg. volume 1W:   0.000
Avg. price 1M:   2.476
Avg. volume 1M:   0.000
Avg. price 6M:   3.427
Avg. volume 6M:   19.843
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.98%
Volatility 6M:   96.84%
Volatility 1Y:   -
Volatility 3Y:   -