BNP Paribas Put 550 UNH 21.03.2025
/ DE000PC9W476
BNP Paribas Put 550 UNH 21.03.202.../ DE000PC9W476 /
2024-09-26 8:50:41 PM |
Chg.+0.030 |
Bid9:05:23 PM |
Ask9:05:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.410EUR |
+1.26% |
2.440 Bid Size: 3,933 |
2.500 Ask Size: 3,933 |
UnitedHealth Group I... |
550.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
PC9W47 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
UnitedHealth Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 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: |
-21.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-2.36 |
Time value: |
2.40 |
Break-even: |
470.17 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
0.84% |
Delta: |
-0.33 |
Theta: |
-0.08 |
Omega: |
-7.21 |
Rho: |
-0.95 |
Quote data
Open: |
2.310 |
High: |
2.480 |
Low: |
2.310 |
Previous Close: |
2.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.43% |
1 Month |
|
|
+9.05% |
3 Months |
|
|
-64.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.390 |
2.330 |
1M High / 1M Low: |
2.420 |
1.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |