BNP Paribas Put 480 UNH 21.03.2025
/ DE000PC9W435
BNP Paribas Put 480 UNH 21.03.202.../ DE000PC9W435 /
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: |
|
- |