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BNP Paribas Put 480 UNH 20.12.202.../  DE000PE84YE1  /

EUWAX
02/08/2024  08:11:38 Chg.+0.120 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.670EUR +21.82% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 480.00 - 20/12/2024 Put
 

Master data

WKN: PE84YE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 480.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -90.10
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -6.06
Time value: 0.60
Break-even: 474.00
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 3.45%
Delta: -0.15
Theta: -0.05
Omega: -13.38
Rho: -0.33
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.22%
1 Month
  -72.20%
3 Months
  -73.73%
YTD
  -71.00%
1 Year
  -80.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.550
1M High / 1M Low: 2.540 0.550
6M High / 6M Low: 5.180 0.550
High (YTD): 15/04/2024 5.180
Low (YTD): 01/08/2024 0.550
52W High: 15/04/2024 5.180
52W Low: 01/08/2024 0.550
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   1.265
Avg. volume 1M:   0.000
Avg. price 6M:   2.403
Avg. volume 6M:   0.000
Avg. price 1Y:   2.678
Avg. volume 1Y:   0.000
Volatility 1M:   247.94%
Volatility 6M:   187.85%
Volatility 1Y:   145.05%
Volatility 3Y:   -