BNP Paribas Put 540 UNH 21.03.2025
/ DE000PC9W468
BNP Paribas Put 540 UNH 21.03.202.../ DE000PC9W468 /
| 2024-06-25 8:19:37 AM |
Chg.-0.62 |
Bid8:03:40 PM |
Ask8:03:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.73EUR |
-9.76% |
6.23
Bid Size: 7,800 |
6.25
Ask Size: 7,800 |
UnitedHealth Group I... |
540.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
PC9W46 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.10 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
4.66 |
| Time value: |
1.16 |
| Break-even: |
444.96 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
-0.59 |
| Theta: |
-0.04 |
| Omega: |
-4.65 |
| Rho: |
-2.42 |
Quote data
| Open: |
5.73 |
| High: |
5.73 |
| Low: |
5.73 |
| Previous Close: |
6.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.72% |
| 1 Month |
|
|
+24.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.40 |
5.89 |
| 1M High / 1M Low: |
6.48 |
4.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
