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

EUWAX
02/08/2024  08:21:41 Chg.+0.19 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.16EUR +19.59% -
Bid Size: -
-
Ask Size: -
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: -53.52
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -10.07
Time value: 1.01
Break-even: 429.82
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 2.02%
Delta: -0.14
Theta: -0.05
Omega: -7.45
Rho: -0.54
 

Quote data

Open: 1.16
High: 1.16
Low: 1.16
Previous Close: 0.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.92%
1 Month
  -60.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.16 0.97
1M High / 1M Low: 3.11 0.97
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -