BNP Paribas Put 70 CVS 19.12.2025
/ DE000PC1JS98
BNP Paribas Put 70 CVS 19.12.2025/ DE000PC1JS98 /
| 2024-06-07 9:50:40 PM |
Chg.-0.040 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-3.10% |
1.250
Bid Size: 18,600 |
1.270
Ask Size: 18,600 |
CVS Health Corporati... |
70.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
PC1JS9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.76 |
| Time value: |
0.51 |
| Break-even: |
52.11 |
| Moneyness: |
1.13 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-2.12 |
| Rho: |
-0.61 |
Quote data
| Open: |
1.290 |
| High: |
1.310 |
| Low: |
1.250 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.42% |
| 1 Month |
|
|
-22.84% |
| 3 Months |
|
|
+78.57% |
| YTD |
|
|
+86.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.250 |
| 1M High / 1M Low: |
1.730 |
1.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-29 |
1.730 |
| Low (YTD): |
2024-03-28 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
