BNP Paribas Put 560 UNH 21.03.2025
/ DE000PC9W484
BNP Paribas Put 560 UNH 21.03.202.../ DE000PC9W484 /
| 2024-06-17 6:20:19 PM |
Chg.+0.290 |
Bid2024-06-17 |
Ask2024-06-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.240EUR |
+4.17% |
7.240
Bid Size: 4,400 |
7.260
Ask Size: 4,400 |
UnitedHealth Group I... |
560.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
PC9W48 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
UnitedHealth Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 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: |
-6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.99 |
| Intrinsic value: |
5.88 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
5.88 |
| Time value: |
1.02 |
| Break-even: |
454.23 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
-0.62 |
| Theta: |
-0.04 |
| Omega: |
-4.16 |
| Rho: |
-2.70 |
Quote data
| Open: |
6.950 |
| High: |
7.260 |
| Low: |
6.840 |
| Previous Close: |
6.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.26% |
| 1 Month |
|
|
+38.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.120 |
6.810 |
| 1M High / 1M Low: |
7.910 |
5.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
