BNP Paribas Put 500 UNH 20.09.2024
/ DE000PC1FHL7
BNP Paribas Put 500 UNH 20.09.202.../ DE000PC1FHL7 /
| 6/25/2024 9:50:35 PM |
Chg.+0.340 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
+15.45% |
2.510
Bid Size: 3,900 |
2.530
Ask Size: 3,900 |
UnitedHealth Group I... |
500.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC1FHL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.93 |
| Time value: |
1.30 |
| Break-even: |
443.59 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
-0.52 |
| Theta: |
-0.09 |
| Omega: |
-10.70 |
| Rho: |
-0.62 |
Quote data
| Open: |
2.140 |
| High: |
2.680 |
| Low: |
2.110 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.96% |
| 1 Month |
|
|
+46.82% |
| 3 Months |
|
|
-18.33% |
| YTD |
|
|
+16.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.200 |
| 1M High / 1M Low: |
2.990 |
1.780 |
| 6M High / 6M Low: |
6.260 |
1.220 |
| High (YTD): |
4/12/2024 |
6.260 |
| Low (YTD): |
5/21/2024 |
1.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.319 |
| Avg. volume 1M: |
|
8.571 |
| Avg. price 6M: |
|
2.625 |
| Avg. volume 6M: |
|
1.440 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.84% |
| Volatility 6M: |
|
203.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
