BNP Paribas Call 55 CVS 20.12.2024
/ DE000PC9TC96
BNP Paribas Call 55 CVS 20.12.202.../ DE000PC9TC96 /
8/16/2024 9:50:38 PM |
Chg.+0.070 |
Bid9:52:05 PM |
Ask9:52:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+12.73% |
0.610 Bid Size: 16,700 |
0.620 Ask Size: 16,700 |
CVS Health Corporati... |
55.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC9TC9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
0.23 |
Time value: |
0.34 |
Break-even: |
55.83 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
0.65 |
Theta: |
-0.02 |
Omega: |
6.00 |
Rho: |
0.10 |
Quote data
Open: |
0.560 |
High: |
0.620 |
Low: |
0.550 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.77% |
1 Month |
|
|
-27.06% |
3 Months |
|
|
-1.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.480 |
1M High / 1M Low: |
1.030 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.692 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |