BNP Paribas Put 550 UNH 20.06.2025
/ DE000PC36TJ4
BNP Paribas Put 550 UNH 20.06.202.../ DE000PC36TJ4 /
| 6/28/2024 9:50:24 PM |
Chg.-0.540 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.570EUR |
-7.59% |
5.910
Bid Size: 4,400 |
5.930
Ask Size: 4,400 |
UnitedHealth Group I... |
550.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
3.80 |
| Time value: |
2.13 |
| Break-even: |
454.05 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.52 |
| Theta: |
-0.04 |
| Omega: |
-4.13 |
| Rho: |
-2.97 |
Quote data
| Open: |
7.170 |
| High: |
7.170 |
| Low: |
6.130 |
| Previous Close: |
7.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.50% |
| 1 Month |
|
|
-10.25% |
| 3 Months |
|
|
-5.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.230 |
6.570 |
| 1M High / 1M Low: |
7.590 |
6.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.886 |
| Avg. volume 1M: |
|
56.522 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
