BNP Paribas Put 580 UNH 17.01.2025
/ DE000PC872G9
BNP Paribas Put 580 UNH 17.01.202.../ DE000PC872G9 /
| 10/07/2024 21:50:43 |
Chg.-0.500 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.910EUR |
-5.95% |
7.800
Bid Size: 3,200 |
7.820
Ask Size: 3,200 |
UnitedHealth Group I... |
580.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC872G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
580.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.13 |
| Intrinsic value: |
8.13 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
8.13 |
| Time value: |
0.34 |
| Break-even: |
451.63 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
-0.73 |
| Theta: |
-0.04 |
| Omega: |
-3.94 |
| Rho: |
-2.19 |
Quote data
| Open: |
8.460 |
| High: |
8.550 |
| Low: |
7.890 |
| Previous Close: |
8.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.72% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.720 |
7.910 |
| 1M High / 1M Low: |
9.430 |
7.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.592 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
