BNP Paribas Call 85 CVS 20.09.2024
/ DE000PC2X0W3
BNP Paribas Call 85 CVS 20.09.202.../ DE000PC2X0W3 /
| 2024-06-14 9:50:32 PM |
Chg.-0.002 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
-12.50% |
0.014
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
CVS Health Corporati... |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC2X0W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
-2.31 |
| Time value: |
0.09 |
| Break-even: |
80.31 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
2.82 |
| Spread abs.: |
0.08 |
| Spread %: |
550.00% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
8.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.013 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-94.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.013 |
| 1M High / 1M Low: |
0.017 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
