BNP Paribas Put 650 UNH 16.01.2026
/ DE000PC872J3
BNP Paribas Put 650 UNH 16.01.202.../ DE000PC872J3 /
| 06/08/2024 21:20:29 |
Chg.+0.110 |
Bid21:49:58 |
Ask21:49:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.960EUR |
+1.12% |
10.090
Bid Size: 3,400 |
10.130
Ask Size: 3,400 |
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: |
-5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.64 |
| Intrinsic value: |
7.31 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
7.31 |
| Time value: |
2.62 |
| Break-even: |
494.27 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.40% |
| Delta: |
-0.52 |
| Theta: |
-0.03 |
| Omega: |
-2.72 |
| Rho: |
-5.34 |
Quote data
| Open: |
9.840 |
| High: |
10.420 |
| Low: |
9.790 |
| Previous Close: |
9.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.18% |
| 1 Month |
|
|
-33.86% |
| 3 Months |
|
|
-31.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.930 |
9.100 |
| 1M High / 1M Low: |
15.060 |
9.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
