BNP Paribas Put 580 UNH 17.01.2025
/ DE000PC872G9
BNP Paribas Put 580 UNH 17.01.202.../ DE000PC872G9 /
| 8/6/2024 9:50:30 AM |
Chg.+0.190 |
Bid10:01:59 AM |
Ask10:01:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.020EUR |
+4.96% |
4.060
Bid Size: 1,200 |
4.130
Ask Size: 1,200 |
UnitedHealth Group I... |
580.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
5/3/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.92 |
| Time value: |
2.99 |
| Break-even: |
490.55 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
1.03% |
| Delta: |
-0.47 |
| Theta: |
-0.09 |
| Omega: |
-6.20 |
| Rho: |
-1.26 |
Quote data
| Open: |
3.970 |
| High: |
4.100 |
| Low: |
3.970 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.52% |
| 1 Month |
|
|
-53.90% |
| 3 Months |
|
|
-51.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
3.200 |
| 1M High / 1M Low: |
8.700 |
3.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
