BNP Paribas Put 500 UNH 16.01.2026
/ DE000PC1FH12
BNP Paribas Put 500 UNH 16.01.202.../ DE000PC1FH12 /
6/20/2024 9:50:27 PM |
Chg.-0.260 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.500EUR |
-4.51% |
5.500 Bid Size: 3,700 |
5.530 Ask Size: 3,700 |
UnitedHealth Group I... |
500.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
PC1FH1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/8/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.92 |
Intrinsic value: |
1.76 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
1.76 |
Time value: |
4.07 |
Break-even: |
406.94 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.07 |
Spread %: |
1.22% |
Delta: |
-0.41 |
Theta: |
-0.03 |
Omega: |
-3.15 |
Rho: |
-3.81 |
Quote data
Open: |
5.740 |
High: |
5.750 |
Low: |
5.450 |
Previous Close: |
5.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.80% |
1 Month |
|
|
+21.41% |
3 Months |
|
|
+3.97% |
YTD |
|
|
+14.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.760 |
5.150 |
1M High / 1M Low: |
5.810 |
4.340 |
6M High / 6M Low: |
8.230 |
4.320 |
High (YTD): |
4/12/2024 |
8.230 |
Low (YTD): |
1/4/2024 |
4.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.438 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.319 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.31% |
Volatility 6M: |
|
82.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |