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BNP Paribas Put 520 UNH 20.12.202.../  DE000PE84YG6  /

Frankfurt Zert./BNP
2024-09-26  9:50:41 PM Chg.+0.040 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.910EUR +4.60% -
Bid Size: -		 -
Ask Size: -		 UNITEDHEALTH GROUP D... 520.00 - 2024-12-20 Put
 

Master data

WKN: PE84YG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Put
Strike price: 520.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.18
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 0.22
Implied volatility: 0.10
Historic volatility: 0.19
Parity: 0.22
Time value: 0.67
Break-even: 511.10
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.30%
Delta: -0.46
Theta: -0.03
Omega: -26.80
Rho: -0.58
 

Quote data

Open: 0.830
High: 0.920
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+4.60%
1 Month  
+10.98%
3 Months
  -79.32%
YTD
  -73.70%
1 Year
  -82.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.870
1M High / 1M Low: 0.950 0.670
6M High / 6M Low: 8.130 0.670
High (YTD): 2024-04-12 8.130
Low (YTD): 2024-09-04 0.670
52W High: 2024-04-12 8.130
52W Low: 2024-09-04 0.670
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   0.823
Avg. volume 1M:   0.000
Avg. price 6M:   3.051
Avg. volume 6M:   0.000
Avg. price 1Y:   3.487
Avg. volume 1Y:   0.000
Volatility 1M:   135.36%
Volatility 6M:   167.16%
Volatility 1Y:   137.06%
Volatility 3Y:   -