BNP Paribas Call 55 CVS 20.12.2024
/ DE000PC9TC96
BNP Paribas Call 55 CVS 20.12.202.../ DE000PC9TC96 /
| 6/28/2024 9:50:38 PM |
Chg.+0.040 |
Bid9:57:01 PM |
Ask9:57:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+6.06% |
0.710
Bid Size: 16,000 |
0.720
Ask Size: 16,000 |
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: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
0.34 |
| Break-even: |
58.53 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
5.35 |
| Rho: |
0.15 |
Quote data
| Open: |
0.670 |
| High: |
0.760 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.54% |
| 1 Month |
|
|
+22.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.660 |
| 1M High / 1M Low: |
0.920 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
