BNP Paribas Put 580 UNH 19.12.202.../  DE000PC6NE93  /

EUWAX
2024-06-20  1:59:12 PM Chg.-0.04 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
10.08EUR -0.40% -
Bid Size: -
-
Ask Size: -
UnitedHealth Group I... 580.00 USD 2025-12-19 Put
 

Master data

WKN: PC6NE9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: UnitedHealth Group Inc
Type: Warrant
Option type: Put
Strike price: 580.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.36
Leverage: Yes

Calculated values

Fair value: 9.21
Intrinsic value: 9.21
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 9.21
Time value: 1.06
Break-even: 436.98
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.07
Spread %: 0.69%
Delta: -0.58
Theta: -0.02
Omega: -2.54
Rho: -5.45
 

Quote data

Open: 10.17
High: 10.17
Low: 10.08
Previous Close: 10.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.33%
1 Month  
+26.00%
3 Months  
+10.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.12 9.22
1M High / 1M Low: 10.12 7.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.65
Avg. volume 1W:   0.00
Avg. price 1M:   9.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -