BNP Paribas Put 500 UNH 20.06.2025
/ DE000PC36TH8
BNP Paribas Put 500 UNH 20.06.202.../ DE000PC36TH8 /
| 25/06/2024 08:06:37 |
Chg.-0.43 |
Bid11:05:47 |
Ask11:05:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.12EUR |
-9.45% |
4.23
Bid Size: 4,500 |
4.28
Ask Size: 4,500 |
UnitedHealth Group I... |
500.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
PC36TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.93 |
| Time value: |
3.27 |
| Break-even: |
423.89 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
-0.43 |
| Theta: |
-0.04 |
| Omega: |
-4.63 |
| Rho: |
-2.33 |
Quote data
| Open: |
4.12 |
| High: |
4.12 |
| Low: |
4.12 |
| Previous Close: |
4.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.06% |
| 1 Month |
|
|
+20.47% |
| 3 Months |
|
|
-10.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.67 |
4.25 |
| 1M High / 1M Low: |
4.75 |
3.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
