BNP Paribas Put 540 UNH 21.03.2025
/ DE000PC9W468
BNP Paribas Put 540 UNH 21.03.202.../ DE000PC9W468 /
| 28/06/2024 21:50:40 |
Chg.-0.530 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.550EUR |
-8.72% |
4.900
Bid Size: 4,500 |
4.920
Ask Size: 4,500 |
UnitedHealth Group I... |
540.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
PC9W46 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
5.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
5.00 |
| Time value: |
1.12 |
| Break-even: |
443.11 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
-0.60 |
| Theta: |
-0.04 |
| Omega: |
-4.47 |
| Rho: |
-2.44 |
Quote data
| Open: |
6.130 |
| High: |
6.130 |
| Low: |
5.000 |
| Previous Close: |
6.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.20% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.210 |
5.550 |
| 1M High / 1M Low: |
6.560 |
5.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
