BNP Paribas Put 560 UNH 21.03.2025
/ DE000PC9W484
BNP Paribas Put 560 UNH 21.03.202.../ DE000PC9W484 /
28/06/2024 08:21:41 |
Chg.-0.18 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
7.49EUR |
-2.35% |
- 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: |
-7.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.27 |
Intrinsic value: |
4.74 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
4.74 |
Time value: |
1.40 |
Break-even: |
461.28 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.33% |
Delta: |
-0.58 |
Theta: |
-0.04 |
Omega: |
-4.50 |
Rho: |
-2.45 |
Quote data
Open: |
7.49 |
High: |
7.49 |
Low: |
7.49 |
Previous Close: |
7.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.93% |
1 Month |
|
|
+15.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.74 |
7.04 |
1M High / 1M Low: |
7.85 |
5.97 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |