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

EUWAX
06/08/2024  08:11:15 Chg.+0.35 Bid10:53:13 Ask10:53:13 Underlying Strike price Expiration date Option type
1.63EUR +27.34% 1.70
Bid Size: 7,900		 1.77
Ask Size: 7,900		 UNITEDHEALTH GROUP D... 520.00 - 20/12/2024 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: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.15
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.20
Parity: -0.05
Time value: 1.57
Break-even: 504.30
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.61%
Delta: -0.42
Theta: -0.05
Omega: -13.93
Rho: -0.87
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.98%
1 Month
  -60.82%
3 Months
  -61.74%
YTD
  -53.69%
1 Year
  -65.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.15
1M High / 1M Low: 4.50 1.15
6M High / 6M Low: 7.88 1.15
High (YTD): 15/04/2024 7.88
Low (YTD): 01/08/2024 1.15
52W High: 15/04/2024 7.88
52W Low: 01/08/2024 1.15
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   2.18
Avg. volume 1M:   0.00
Avg. price 6M:   4.02
Avg. volume 6M:   0.00
Avg. price 1Y:   4.15
Avg. volume 1Y:   0.00
Volatility 1M:   228.66%
Volatility 6M:   167.78%
Volatility 1Y:   131.33%
Volatility 3Y:   -