BNP Paribas Put 520 UNH 17.01.202.../  DE000PE84YQ5  /

Frankfurt Zert./BNP
8/5/2024  7:20:48 PM Chg.+0.360 Bid7:31:07 PM Ask7:31:07 PM Underlying Strike price Expiration date Option type
1.750EUR +25.90% -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 520.00 - 1/17/2025 Put
 

Master data

WKN: PE84YQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 520.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -39.75
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -2.06
Time value: 1.36
Break-even: 506.40
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.49%
Delta: -0.30
Theta: -0.05
Omega: -12.07
Rho: -0.80
 

Quote data

Open: 1.480
High: 1.750
Low: 1.260
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month
  -61.96%
3 Months
  -61.20%
YTD
  -51.66%
1 Year
  -65.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.360
1M High / 1M Low: 4.600 1.360
6M High / 6M Low: 8.210 1.360
High (YTD): 4/12/2024 8.210
Low (YTD): 7/31/2024 1.360
52W High: 4/12/2024 8.210
52W Low: 7/31/2024 1.360
Avg. price 1W:   1.476
Avg. volume 1W:   0.000
Avg. price 1M:   2.398
Avg. volume 1M:   0.000
Avg. price 6M:   4.194
Avg. volume 6M:   0.000
Avg. price 1Y:   4.313
Avg. volume 1Y:   0.000
Volatility 1M:   205.85%
Volatility 6M:   147.27%
Volatility 1Y:   119.38%
Volatility 3Y:   -