BNP Paribas Put 500 UNH 20.06.202.../  DE000PC36TH8  /

EUWAX
08/11/2024  10:14:19 Chg.- Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.950EUR - -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 500.00 - 20/06/2025 Put
 

Master data

WKN: PC36TH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 500.00 -
Maturity: 20/06/2025
Issue date: 30/01/2024
Last trading day: 11/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -67.78
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.23
Parity: -6.25
Time value: 0.83
Break-even: 491.70
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.17
Theta: -0.04
Omega: -11.37
Rho: -0.61
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 1.030
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -51.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.910 0.950
6M High / 6M Low: 4.750 0.950
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.637
Avg. volume 1M:   0.000
Avg. price 6M:   2.561
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.18%
Volatility 6M:   154.89%
Volatility 1Y:   -
Volatility 3Y:   -