BNP Paribas Put 500 UNH 20.09.2024
/ DE000PC1FHL7
BNP Paribas Put 500 UNH 20.09.202.../ DE000PC1FHL7 /
| 6/28/2024 9:50:33 PM |
Chg.-0.400 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
-16.53% |
1.540
Bid Size: 4,000 |
1.560
Ask Size: 4,000 |
UnitedHealth Group I... |
500.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC1FHL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.86 |
| Time value: |
1.56 |
| Break-even: |
451.08 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
-0.39 |
| Theta: |
-0.10 |
| Omega: |
-11.74 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.450 |
| High: |
2.450 |
| Low: |
1.610 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.61% |
| 1 Month |
|
|
-27.86% |
| 3 Months |
|
|
-27.08% |
| YTD |
|
|
-7.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.020 |
| 1M High / 1M Low: |
2.990 |
1.780 |
| 6M High / 6M Low: |
6.260 |
1.220 |
| High (YTD): |
4/12/2024 |
6.260 |
| Low (YTD): |
5/21/2024 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.366 |
| Avg. volume 1M: |
|
7.826 |
| Avg. price 6M: |
|
2.623 |
| Avg. volume 6M: |
|
1.417 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.26% |
| Volatility 6M: |
|
204.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
