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BNP Paribas Put 520 UNH 20.12.202.../  DE000PE84YG6  /

Frankfurt Zert./BNP
8/2/2024  9:50:43 PM Chg.-0.200 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
1.190EUR -14.39% 1.150
Bid Size: 7,900		 1.170
Ask Size: 7,900		 UNITEDHEALTH GROUP D... 520.00 - 12/20/2024 Put
 

Master data

WKN: PE84YG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 520.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.20
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -2.06
Time value: 1.17
Break-even: 508.30
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.74%
Delta: -0.30
Theta: -0.06
Omega: -13.67
Rho: -0.65
 

Quote data

Open: 1.390
High: 1.410
Low: 1.130
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.85%
1 Month
  -73.02%
3 Months
  -72.39%
YTD
  -65.61%
1 Year
  -76.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.140
1M High / 1M Low: 4.410 1.140
6M High / 6M Low: 8.130 1.140
High (YTD): 4/12/2024 8.130
Low (YTD): 7/31/2024 1.140
52W High: 4/12/2024 8.130
52W Low: 7/31/2024 1.140
Avg. price 1W:   1.250
Avg. volume 1W:   0.000
Avg. price 1M:   2.187
Avg. volume 1M:   0.000
Avg. price 6M:   4.017
Avg. volume 6M:   0.000
Avg. price 1Y:   4.151
Avg. volume 1Y:   0.000
Volatility 1M:   223.03%
Volatility 6M:   158.61%
Volatility 1Y:   127.60%
Volatility 3Y:   -