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

Frankfurt Zert./BNP
6/28/2024  9:50:44 PM Chg.-0.380 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
2.960EUR -11.38% 2.500
Bid Size: 6,100		 2.520
Ask Size: 6,100		 UNITEDHEALTH GROUP D... 500.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.86
Leverage: Yes

Calculated values

Fair value: 3.52
Intrinsic value: 2.47
Implied volatility: 0.12
Historic volatility: 0.20
Parity: 2.47
Time value: 0.05
Break-even: 474.80
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.80%
Delta: -0.64
Theta: -0.01
Omega: -12.08
Rho: -1.57
 

Quote data

Open: 3.370
High: 3.370
Low: 2.590
Previous Close: 3.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.94%
1 Month
  -17.32%
3 Months
  -14.70%
YTD  
+5.34%
1 Year
  -42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.430 2.960
1M High / 1M Low: 3.770 2.630
6M High / 6M Low: 6.660 2.030
High (YTD): 4/12/2024 6.660
Low (YTD): 5/21/2024 2.030
52W High: 4/12/2024 6.660
52W Low: 5/21/2024 2.030
Avg. price 1W:   3.250
Avg. volume 1W:   0.000
Avg. price 1M:   3.220
Avg. volume 1M:   0.000
Avg. price 6M:   3.340
Avg. volume 6M:   0.000
Avg. price 1Y:   3.629
Avg. volume 1Y:   0.000
Volatility 1M:   133.60%
Volatility 6M:   151.32%
Volatility 1Y:   120.40%
Volatility 3Y:   -