BNP Paribas Put 500 UNH 19.12.202.../  DE000PC1FHV6  /

Frankfurt Zert./BNP
2024-09-27  12:21:08 PM Chg.-0.060 Bid2024-09-27 Ask2024-09-27 Underlying Strike price Expiration date Option type
2.720EUR -2.16% 2.720
Bid Size: 4,400
2.870
Ask Size: 4,400
UnitedHealth Group I... 500.00 USD 2025-12-19 Put
 

Master data

WKN: PC1FHV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 500.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-08
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.50
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -6.69
Time value: 2.78
Break-even: 419.55
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 2.21%
Delta: -0.24
Theta: -0.04
Omega: -4.38
Rho: -1.84
 

Quote data

Open: 2.760
High: 2.770
Low: 2.720
Previous Close: 2.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.73%
1 Month  
+4.21%
3 Months
  -47.79%
YTD
  -41.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 2.740
1M High / 1M Low: 2.810 2.430
6M High / 6M Low: 8.070 2.430
High (YTD): 2024-04-12 8.070
Low (YTD): 2024-09-04 2.430
52W High: - -
52W Low: - -
Avg. price 1W:   2.762
Avg. volume 1W:   0.000
Avg. price 1M:   2.668
Avg. volume 1M:   0.000
Avg. price 6M:   4.312
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.37%
Volatility 6M:   91.60%
Volatility 1Y:   -
Volatility 3Y:   -