BNP Paribas Put 550 UNH 16.01.2026
/ DE000PC1FH20
BNP Paribas Put 550 UNH 16.01.202.../ DE000PC1FH20 /
| 7/10/2024 8:58:49 AM |
Chg.-0.13 |
Bid4:31:42 PM |
Ask4:31:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.79EUR |
-1.64% |
7.85
Bid Size: 7,400 |
7.88
Ask Size: 7,400 |
UnitedHealth Group I... |
550.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC1FH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.99 |
| Intrinsic value: |
5.35 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
5.35 |
| Time value: |
2.49 |
| Break-even: |
430.19 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.38% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-2.87 |
| Rho: |
-4.62 |
Quote data
| Open: |
7.79 |
| High: |
7.79 |
| Low: |
7.79 |
| Previous Close: |
7.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.59% |
| 1 Month |
|
|
-1.52% |
| 3 Months |
|
|
-19.19% |
| YTD |
|
|
+15.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.09 |
7.52 |
| 1M High / 1M Low: |
8.38 |
6.93 |
| 6M High / 6M Low: |
11.10 |
6.26 |
| High (YTD): |
4/15/2024 |
11.10 |
| Low (YTD): |
1/4/2024 |
6.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.97% |
| Volatility 6M: |
|
87.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
