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BNP Paribas Put 60 CVS 20.12.2024/  DE000PN5BL47  /

Frankfurt Zert./BNP
9/19/2024  9:50:32 PM Chg.-0.010 Bid9/19/2024 Ask9/19/2024 Underlying Strike price Expiration date Option type
0.450EUR -2.17% -
Bid Size: -		 -
Ask Size: -		 CVS Health Corporati... 60.00 USD 12/20/2024 Put
 

Master data

WKN: PN5BL4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.18
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.14
Implied volatility: 0.40
Historic volatility: 0.26
Parity: 0.14
Time value: 0.33
Break-even: 49.29
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.50
Theta: -0.02
Omega: -5.55
Rho: -0.08
 

Quote data

Open: 0.430
High: 0.460
Low: 0.420
Previous Close: 0.460
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month  
+4.65%
3 Months     0.00%
YTD  
+164.71%
1 Year  
+21.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.450
1M High / 1M Low: 0.600 0.430
6M High / 6M Low: 0.820 0.100
High (YTD): 5/29/2024 0.820
Low (YTD): 3/28/2024 0.100
52W High: 5/29/2024 0.820
52W Low: 3/28/2024 0.100
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   0.463
Avg. volume 6M:   0.000
Avg. price 1Y:   0.367
Avg. volume 1Y:   0.000
Volatility 1M:   123.36%
Volatility 6M:   331.77%
Volatility 1Y:   250.73%
Volatility 3Y:   -