BNP Paribas Put 90 CVS 16.01.2026
/ DE000PC1JTF6
BNP Paribas Put 90 CVS 16.01.2026/ DE000PC1JTF6 /
| 2024-06-07 9:50:39 PM |
Chg.-0.050 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.700EUR |
-1.82% |
2.690
Bid Size: 12,000 |
2.710
Ask Size: 12,000 |
CVS Health Corporati... |
90.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1JTF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
2.61 |
| Time value: |
0.10 |
| Break-even: |
56.22 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-1.34 |
| Rho: |
-1.02 |
Quote data
| Open: |
2.750 |
| High: |
2.780 |
| Low: |
2.700 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.57% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+58.82% |
| YTD |
|
|
+74.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.700 |
| 1M High / 1M Low: |
3.380 |
2.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-29 |
3.380 |
| Low (YTD): |
2024-03-28 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
