BNP Paribas Put 550 UNH 16.01.2026
/ DE000PC1FH20
BNP Paribas Put 550 UNH 16.01.202.../ DE000PC1FH20 /
| 6/25/2024 8:54:04 AM |
Chg.-0.56 |
Bid1:33:21 PM |
Ask1:33:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.62EUR |
-6.85% |
7.72
Bid Size: 3,700 |
7.78
Ask Size: 3,700 |
UnitedHealth Group I... |
550.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC1FH2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.08 |
| Intrinsic value: |
5.59 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
5.59 |
| Time value: |
2.13 |
| Break-even: |
435.28 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.39% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-2.98 |
| Rho: |
-4.80 |
Quote data
| Open: |
7.62 |
| High: |
7.62 |
| Low: |
7.62 |
| Previous Close: |
8.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+14.24% |
| 3 Months |
|
|
-5.46% |
| YTD |
|
|
+12.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.38 |
7.82 |
| 1M High / 1M Low: |
8.38 |
6.85 |
| 6M High / 6M Low: |
11.10 |
6.04 |
| High (YTD): |
4/15/2024 |
11.10 |
| Low (YTD): |
1/4/2024 |
6.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.59% |
| Volatility 6M: |
|
83.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
