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: |
|
- |
