BNP Paribas Put 550 UNH 17.01.2025
/ DE000PE84YR3
BNP Paribas Put 550 UNH 17.01.202.../ DE000PE84YR3 /
02/08/2024 21:50:32 |
Chg.-0.390 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
2.150EUR |
-15.35% |
2.080 Bid Size: 6,000 |
2.100 Ask Size: 6,000 |
UNITEDHEALTH GROUP D... |
550.00 - |
17/01/2025 |
Put |
Master data
WKN: |
PE84YR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
UNITEDHEALTH GROUP DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 - |
Maturity: |
17/01/2025 |
Issue date: |
14/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.14 |
Historic volatility: |
0.20 |
Parity: |
0.94 |
Time value: |
1.17 |
Break-even: |
528.90 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.96% |
Delta: |
-0.48 |
Theta: |
-0.03 |
Omega: |
-12.40 |
Rho: |
-1.29 |
Quote data
Open: |
2.540 |
High: |
2.580 |
Low: |
2.140 |
Previous Close: |
2.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.04% |
1 Month |
|
|
-65.21% |
3 Months |
|
|
-65.66% |
YTD |
|
|
-55.21% |
1 Year |
|
|
-66.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.540 |
2.150 |
1M High / 1M Low: |
6.470 |
2.150 |
6M High / 6M Low: |
10.670 |
2.150 |
High (YTD): |
12/04/2024 |
10.670 |
Low (YTD): |
02/08/2024 |
2.150 |
52W High: |
12/04/2024 |
10.670 |
52W Low: |
02/08/2024 |
2.150 |
Avg. price 1W: |
|
2.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.702 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.825 |
Avg. volume 6M: |
|
26.929 |
Avg. price 1Y: |
|
5.774 |
Avg. volume 1Y: |
|
13.412 |
Volatility 1M: |
|
187.21% |
Volatility 6M: |
|
134.42% |
Volatility 1Y: |
|
110.22% |
Volatility 3Y: |
|
- |