BNP Paribas Put 65 CVS 20.09.2024
/ DE000PC9P0B0
BNP Paribas Put 65 CVS 20.09.2024/ DE000PC9P0B0 /
| 6/21/2024 9:32:57 AM |
Chg.+0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+1.79% |
-
Bid Size: - |
-
Ask Size: - |
CVS Health Corporati... |
65.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC9P0B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.20 |
| Break-even: |
55.39 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-6.23 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
-27.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.560 |
| 1M High / 1M Low: |
1.120 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
