BNP Paribas Put 60 CVS 16.01.2026
/ DE000PC1JTC3
BNP Paribas Put 60 CVS 16.01.2026/ DE000PC1JTC3 /
| 2024-06-07 9:50:28 PM |
Chg.-0.030 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-3.80% |
0.760
Bid Size: 19,100 |
0.780
Ask Size: 19,100 |
CVS Health Corporati... |
60.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1JTC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-0.16 |
| Time value: |
0.78 |
| Break-even: |
47.75 |
| Moneyness: |
0.97 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-2.47 |
| Rho: |
-0.43 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-24.75% |
| 3 Months |
|
|
+85.37% |
| YTD |
|
|
+80.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.760 |
| 1M High / 1M Low: |
1.100 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-29 |
1.100 |
| Low (YTD): |
2024-03-28 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
