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BNP Paribas Put 60 CVS 17.01.2025/  DE000PN5BL54  /

Frankfurt Zert./BNP
9/19/2024  9:50:25 PM Chg.0.000 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
0.480EUR 0.00% 0.480
Bid Size: 21,700		 0.490
Ask Size: 21,700		 CVS Health Corporati... 60.00 USD 1/17/2025 Put
 

Master data

WKN: PN5BL5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 1/17/2025
Issue date: 6/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.73
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.14
Implied volatility: 0.37
Historic volatility: 0.26
Parity: 0.14
Time value: 0.35
Break-even: 49.09
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.49
Theta: -0.02
Omega: -5.22
Rho: -0.10
 

Quote data

Open: 0.460
High: 0.490
Low: 0.440
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+4.35%
3 Months  
+2.13%
YTD  
+152.63%
1 Year  
+23.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.620 0.460
6M High / 6M Low: 0.830 0.110
High (YTD): 5/29/2024 0.830
Low (YTD): 3/28/2024 0.110
52W High: 5/29/2024 0.830
52W Low: 3/28/2024 0.110
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   114.69%
Volatility 6M:   311.61%
Volatility 1Y:   235.56%
Volatility 3Y:   -