BNP Paribas Put 500 UNH 16.01.2026
/ DE000PC1FH12
BNP Paribas Put 500 UNH 16.01.202.../ DE000PC1FH12 /
| 20/06/2024 21:50:27 |
Chg.-0.260 |
Bid21:59:24 |
Ask21:59:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.500EUR |
-4.51% |
-
Bid Size: - |
-
Ask Size: - |
UnitedHealth Group I... |
500.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
08/12/2023 |
| Last trading day: |
15/01/2026 |
| 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: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+26.73% |
| 3 Months |
|
|
+1.85% |
| YTD |
|
|
+14.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.760 |
5.250 |
| 1M High / 1M Low: |
5.810 |
4.340 |
| 6M High / 6M Low: |
8.230 |
4.320 |
| High (YTD): |
12/04/2024 |
8.230 |
| Low (YTD): |
04/01/2024 |
4.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.57% |
| Volatility 6M: |
|
82.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
