BNP Paribas Put 560 UNH 21.03.2025
/ DE000PC9W484
BNP Paribas Put 560 UNH 21.03.202.../ DE000PC9W484 /
| 7/17/2024 9:53:10 AM |
Chg.-1.82 |
Bid9:55:14 AM |
Ask9:55:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.70EUR |
-32.97% |
3.70
Bid Size: 1,250 |
3.75
Ask Size: 1,250 |
UnitedHealth Group I... |
560.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.10 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.02 |
| Time value: |
2.73 |
| Break-even: |
476.16 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
-0.45 |
| Theta: |
-0.05 |
| Omega: |
-6.09 |
| Rho: |
-1.80 |
Quote data
| Open: |
3.70 |
| High: |
3.70 |
| Low: |
3.70 |
| Previous Close: |
5.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.25% |
| 1 Month |
|
|
-46.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.15 |
5.52 |
| 1M High / 1M Low: |
7.78 |
5.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
