BNP Paribas Put 500 UNH 20.12.202.../  DE000PE84YF8  /

Frankfurt Zert./BNP
10/09/2024  14:50:37 Chg.0.000 Bid15:12:03 Ask15:12:03 Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.590
Bid Size: 12,100
0.740
Ask Size: 12,100
UNITEDHEALTH GROUP D... 500.00 - 20/12/2024 Put
 

Master data

WKN: PE84YF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 500.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -91.25
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -3.84
Time value: 0.59
Break-even: 494.10
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 3.51%
Delta: -0.19
Theta: -0.06
Omega: -17.24
Rho: -0.30
 

Quote data

Open: 0.600
High: 0.600
Low: 0.540
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.69%
1 Month
  -53.54%
3 Months
  -81.33%
YTD
  -79.00%
1 Year
  -88.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.470
1M High / 1M Low: 1.110 0.470
6M High / 6M Low: 6.660 0.470
High (YTD): 12/04/2024 6.660
Low (YTD): 04/09/2024 0.470
52W High: 12/04/2024 6.660
52W Low: 04/09/2024 0.470
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.661
Avg. volume 1M:   0.000
Avg. price 6M:   2.621
Avg. volume 6M:   0.000
Avg. price 1Y:   2.964
Avg. volume 1Y:   0.000
Volatility 1M:   128.76%
Volatility 6M:   174.02%
Volatility 1Y:   142.60%
Volatility 3Y:   -