BNP Paribas Put 450 UNH 20.09.2024
/ DE000PC6NEJ1
BNP Paribas Put 450 UNH 20.09.202.../ DE000PC6NEJ1 /
| 2024-06-20 9:50:28 PM |
Chg.-0.100 |
Bid9:57:35 PM |
Ask9:57:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-10.99% |
0.790
Bid Size: 6,600 |
0.810
Ask Size: 6,600 |
UnitedHealth Group I... |
450.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC6NEJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-2.89 |
| Time value: |
0.96 |
| Break-even: |
409.12 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
6.67% |
| Delta: |
-0.26 |
| Theta: |
-0.09 |
| Omega: |
-12.01 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.780 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.62% |
| 1 Month |
|
|
+118.92% |
| 3 Months |
|
|
-32.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.650 |
| 1M High / 1M Low: |
1.040 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
