BNP Paribas Put 650 UNH 16.01.2026
/ DE000PC872J3
BNP Paribas Put 650 UNH 16.01.202.../ DE000PC872J3 /
11/09/2024 21:50:28 |
Chg.+0.490 |
Bid21:58:59 |
Ask21:58:59 |
Underlying |
Strike price |
Expiration date |
Option type |
8.980EUR |
+5.77% |
8.870 Bid Size: 3,300 |
8.890 Ask Size: 3,300 |
UnitedHealth Group I... |
650.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC872J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
650.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
03/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.04 |
Intrinsic value: |
4.63 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
4.63 |
Time value: |
3.98 |
Break-even: |
503.72 |
Moneyness: |
1.09 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
0.70% |
Delta: |
-0.47 |
Theta: |
-0.04 |
Omega: |
-2.97 |
Rho: |
-4.61 |
Quote data
Open: |
8.580 |
High: |
9.410 |
Low: |
8.480 |
Previous Close: |
8.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.14% |
1 Month |
|
|
-15.52% |
3 Months |
|
|
-38.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.700 |
8.080 |
1M High / 1M Low: |
10.140 |
8.080 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.846 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
37.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |