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BNP Paribas Put 500 UNH 17.01.202.../  DE000PE84YP7  /

EUWAX
6/28/2024  8:11:24 AM Chg.-0.10 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
3.57EUR -2.72% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 500.00 - 1/17/2025 Put
 

Master data

WKN: PE84YP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 500.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.48
Leverage: Yes

Calculated values

Fair value: 3.64
Intrinsic value: 2.47
Implied volatility: 0.13
Historic volatility: 0.20
Parity: 2.47
Time value: 0.25
Break-even: 472.80
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.74%
Delta: -0.60
Theta: -0.01
Omega: -10.52
Rho: -1.73
 

Quote data

Open: 3.57
High: 3.57
Low: 3.57
Previous Close: 3.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.65%
1 Month  
+18.21%
3 Months
  -1.65%
YTD  
+18.21%
1 Year
  -32.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.72 3.26
1M High / 1M Low: 3.92 2.70
6M High / 6M Low: 6.56 2.28
High (YTD): 4/15/2024 6.56
Low (YTD): 5/20/2024 2.28
52W High: 4/15/2024 6.56
52W Low: 5/20/2024 2.28
Avg. price 1W:   3.56
Avg. volume 1W:   0.00
Avg. price 1M:   3.40
Avg. volume 1M:   0.00
Avg. price 6M:   3.52
Avg. volume 6M:   0.00
Avg. price 1Y:   3.79
Avg. volume 1Y:   0.00
Volatility 1M:   158.85%
Volatility 6M:   150.47%
Volatility 1Y:   119.98%
Volatility 3Y:   -