BNP Paribas Put 80 CVS 19.12.2025
/ DE000PC1JTA7
BNP Paribas Put 80 CVS 19.12.2025/ DE000PC1JTA7 /
9/20/2024 9:50:45 PM |
Chg.+0.070 |
Bid9:55:36 PM |
Ask9:55:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.160EUR |
+3.35% |
2.160 Bid Size: 14,000 |
2.180 Ask Size: 14,000 |
CVS Health Corporati... |
80.00 USD |
12/19/2025 |
Put |
Master data
WKN: |
PC1JTA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.94 |
Implied volatility: |
0.42 |
Historic volatility: |
0.26 |
Parity: |
1.94 |
Time value: |
0.17 |
Break-even: |
50.59 |
Moneyness: |
1.37 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.96% |
Delta: |
-0.64 |
Theta: |
0.00 |
Omega: |
-1.58 |
Rho: |
-0.68 |
Quote data
Open: |
2.090 |
High: |
2.170 |
Low: |
2.090 |
Previous Close: |
2.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.47% |
1 Month |
|
|
+6.40% |
3 Months |
|
|
+8.54% |
YTD |
|
|
+107.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.160 |
2.090 |
1M High / 1M Low: |
2.310 |
2.030 |
6M High / 6M Low: |
2.510 |
0.900 |
High (YTD): |
5/29/2024 |
2.510 |
Low (YTD): |
3/28/2024 |
0.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.142 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.954 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.59% |
Volatility 6M: |
|
113.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |