BNP Paribas Put 60 CVS 19.09.2025
/ DE000PC1JS49
BNP Paribas Put 60 CVS 19.09.2025/ DE000PC1JS49 /
| 2024-06-07 9:50:32 PM |
Chg.-0.020 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-2.86% |
0.670
Bid Size: 21,000 |
0.680
Ask Size: 21,000 |
CVS Health Corporati... |
60.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
PC1JS4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.16 |
| Time value: |
0.68 |
| Break-even: |
48.75 |
| Moneyness: |
0.97 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-2.93 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.69% |
| 1 Month |
|
|
-27.66% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.680 |
| 1M High / 1M Low: |
1.020 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-29 |
1.020 |
| Low (YTD): |
2024-03-28 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.848 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
