BNP Paribas Put 500 UNH 17.01.202.../  DE000PE84YP7  /

Frankfurt Zert./BNP
9/27/2024  9:50:41 AM Chg.0.000 Bid9:59:00 AM Ask9:55:43 AM Underlying Strike price Expiration date Option type
0.840EUR 0.00% 0.840
Bid Size: 3,572
-
Ask Size: -
UNITEDHEALTH GROUP D... 500.00 - 1/17/2025 Put
 

Master data

WKN: PE84YP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 500.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.64
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.19
Parity: -1.78
Time value: 0.84
Break-even: 491.60
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.44%
Delta: -0.29
Theta: -0.05
Omega: -17.62
Rho: -0.48
 

Quote data

Open: 0.840
High: 0.850
Low: 0.840
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+12.00%
3 Months
  -76.20%
YTD
  -71.72%
1 Year
  -81.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.810
1M High / 1M Low: 0.870 0.640
6M High / 6M Low: 6.770 0.640
High (YTD): 4/12/2024 6.770
Low (YTD): 9/4/2024 0.640
52W High: 4/12/2024 6.770
52W Low: 9/4/2024 0.640
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   2.524
Avg. volume 6M:   0.000
Avg. price 1Y:   2.942
Avg. volume 1Y:   0.000
Volatility 1M:   117.24%
Volatility 6M:   162.82%
Volatility 1Y:   134.27%
Volatility 3Y:   -