BNP Paribas Put 580 UNH 17.01.2025
/ DE000PC872G9
BNP Paribas Put 580 UNH 17.01.202.../ DE000PC872G9 /
9/10/2024 8:57:17 AM |
Chg.+0.16 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.67EUR |
+6.37% |
- Bid Size: - |
- Ask Size: - |
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: |
-20.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
-1.28 |
Time value: |
2.67 |
Break-even: |
498.88 |
Moneyness: |
0.98 |
Premium: |
0.07 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
0.75% |
Delta: |
-0.38 |
Theta: |
-0.11 |
Omega: |
-7.70 |
Rho: |
-0.82 |
Quote data
Open: |
2.67 |
High: |
2.67 |
Low: |
2.67 |
Previous Close: |
2.51 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.98% |
1 Month |
|
|
-34.72% |
3 Months |
|
|
-67.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
2.20 |
1M High / 1M Low: |
4.29 |
2.20 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |