BNP Paribas Put 80 CVS 16.01.2026
/ DE000PC1JTE9
BNP Paribas Put 80 CVS 16.01.2026/ DE000PC1JTE9 /
| 07/06/2024 09:21:30 |
Chg.-0.05 |
Bid22:00:09 |
Ask22:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-2.49% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
1.69 |
| Time value: |
0.25 |
| Break-even: |
54.66 |
| Moneyness: |
1.29 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-1.67 |
| Rho: |
-0.83 |
Quote data
| Open: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.52% |
| 1 Month |
|
|
-15.52% |
| 3 Months |
|
|
+67.52% |
| YTD |
|
|
+84.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.96 |
| 1M High / 1M Low: |
2.54 |
1.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
30/05/2024 |
2.54 |
| Low (YTD): |
27/03/2024 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
