BNP Paribas Put 500 UNH 19.12.2025
/ DE000PC1FHV6
BNP Paribas Put 500 UNH 19.12.202.../ DE000PC1FHV6 /
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: |
|
- |