BNP Paribas Put 480 UNH 21.03.202.../  DE000PC9W435  /

EUWAX
18/09/2024  08:24:06 Chg.+0.110 Bid12:07:31 Ask12:07:31 Underlying Strike price Expiration date Option type
0.920EUR +13.58% 0.910
Bid Size: 9,100
1.060
Ask Size: 9,100
UnitedHealth Group I... 480.00 USD 21/03/2025 Put
 

Master data

WKN: PC9W43
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 480.00 USD
Maturity: 21/03/2025
Issue date: 15/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.70
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -8.81
Time value: 0.95
Break-even: 422.08
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 2.15%
Delta: -0.15
Theta: -0.06
Omega: -8.09
Rho: -0.44
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.24%
1 Month
  -14.02%
3 Months
  -68.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.810
1M High / 1M Low: 0.990 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -