BNP Paribas Put 80 CVS 16.01.2026
/ DE000PC1JTE9
BNP Paribas Put 80 CVS 16.01.2026/ DE000PC1JTE9 /
| 19/06/2024 18:50:38 |
Chg.-0.010 |
Bid19/06/2024 |
Ask19/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-0.50% |
1.990
Bid Size: 3,550 |
2.030
Ask Size: 3,550 |
CVS Health Corporati... |
80.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1JTE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
1.77 |
| Time value: |
0.24 |
| Break-even: |
54.40 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-1.64 |
| Rho: |
-0.84 |
Quote data
| Open: |
2.000 |
| High: |
2.000 |
| Low: |
1.950 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.93% |
| 1 Month |
|
|
-9.55% |
| 3 Months |
|
|
+101.01% |
| YTD |
|
|
+87.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.980 |
| 1M High / 1M Low: |
2.520 |
1.920 |
| 6M High / 6M Low: |
2.520 |
0.920 |
| High (YTD): |
29/05/2024 |
2.520 |
| Low (YTD): |
28/03/2024 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.19% |
| Volatility 6M: |
|
113.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
