BNP Paribas Put 560 UNH 21.03.202.../  DE000PC9W484  /

EUWAX
15/08/2024  08:22:55 Chg.-0.28 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
2.95EUR -8.67% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 560.00 USD 21/03/2025 Put
 

Master data

WKN: PC9W48
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 560.00 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: -17.49
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -1.79
Time value: 3.01
Break-even: 478.45
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.67%
Delta: -0.35
Theta: -0.07
Omega: -6.21
Rho: -1.30
 

Quote data

Open: 2.95
High: 2.95
Low: 2.95
Previous Close: 3.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.54%
1 Month
  -46.56%
3 Months
  -47.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.84 2.95
1M High / 1M Low: 5.52 2.95
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.47
Avg. volume 1W:   0.00
Avg. price 1M:   3.51
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -