BNP Paribas Put 450 UNH 21.03.2025
/ DE000PC9W419
BNP Paribas Put 450 UNH 21.03.202.../ DE000PC9W419 /
2024-09-27 8:19:00 AM |
Chg.+0.030 |
Bid8:34:16 AM |
Ask8:34:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.580 Bid Size: 6,200 |
0.730 Ask Size: 6,200 |
UnitedHealth Group I... |
450.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
PC9W41 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-85.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
-11.17 |
Time value: |
0.60 |
Break-even: |
396.62 |
Moneyness: |
0.78 |
Premium: |
0.23 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.06 |
Spread %: |
11.11% |
Delta: |
-0.10 |
Theta: |
-0.05 |
Omega: |
-8.59 |
Rho: |
-0.28 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.45% |
3 Months |
|
|
-72.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.550 |
1M High / 1M Low: |
0.600 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.548 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |