BNP Paribas Put 600 UNH 19.12.202.../  DE000PC1FHX2  /

EUWAX
8/2/2024  8:54:52 AM Chg.+0.54 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
6.99EUR +8.37% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 600.00 USD 12/19/2025 Put
 

Master data

WKN: PC1FHX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 600.00 USD
Maturity: 12/19/2025
Issue date: 12/8/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.61
Leverage: Yes

Calculated values

Fair value: 4.14
Intrinsic value: 0.93
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.93
Time value: 5.35
Break-even: 487.10
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.32%
Delta: -0.40
Theta: -0.04
Omega: -3.40
Rho: -3.81
 

Quote data

Open: 6.99
High: 6.99
Low: 6.99
Previous Close: 6.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.83%
1 Month
  -36.05%
3 Months
  -34.18%
YTD
  -21.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.99 6.44
1M High / 1M Low: 11.25 6.32
6M High / 6M Low: 14.94 6.32
High (YTD): 4/12/2024 14.94
Low (YTD): 7/18/2024 6.32
52W High: - -
52W Low: - -
Avg. price 1W:   6.67
Avg. volume 1W:   0.00
Avg. price 1M:   8.32
Avg. volume 1M:   0.00
Avg. price 6M:   10.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.96%
Volatility 6M:   85.94%
Volatility 1Y:   -
Volatility 3Y:   -