BNP Paribas Put 550 UNH 20.06.2025
/ DE000PC36TJ4
BNP Paribas Put 550 UNH 20.06.202.../ DE000PC36TJ4 /
| 10/07/2024 17:35:19 |
Chg.-0.150 |
Bid17:35:34 |
Ask17:35:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.700EUR |
-2.19% |
6.680
Bid Size: 8,400 |
6.700
Ask Size: 8,400 |
UnitedHealth Group I... |
550.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
PC36TJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.74 |
| Intrinsic value: |
5.35 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
5.35 |
| Time value: |
1.55 |
| Break-even: |
439.59 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
-0.57 |
| Theta: |
-0.03 |
| Omega: |
-3.74 |
| Rho: |
-3.09 |
Quote data
| Open: |
6.890 |
| High: |
6.960 |
| Low: |
6.670 |
| Previous Close: |
6.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.87% |
| 1 Month |
|
|
-1.33% |
| 3 Months |
|
|
-30.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.080 |
6.820 |
| 1M High / 1M Low: |
7.590 |
6.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.960 |
| Avg. volume 1M: |
|
59.091 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
