BNP Paribas Call 80 CVS 20.12.2024
/ DE000PE9AEK8
BNP Paribas Call 80 CVS 20.12.202.../ DE000PE9AEK8 /
13/09/2024 21:50:31 |
Chg.+0.002 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
+11.76% |
0.019 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
CVS HEALTH CORP. D... |
80.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PE9AEK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CVS HEALTH CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
57.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.27 |
Parity: |
-2.77 |
Time value: |
0.09 |
Break-even: |
80.91 |
Moneyness: |
0.65 |
Premium: |
0.55 |
Premium p.a.: |
4.15 |
Spread abs.: |
0.07 |
Spread %: |
378.95% |
Delta: |
0.13 |
Theta: |
-0.02 |
Omega: |
7.22 |
Rho: |
0.02 |
Quote data
Open: |
0.017 |
High: |
0.020 |
Low: |
0.017 |
Previous Close: |
0.017 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-13.64% |
3 Months |
|
|
-74.67% |
YTD |
|
|
-97.53% |
1 Year |
|
|
-96.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.019 |
0.014 |
1M High / 1M Low: |
0.029 |
0.014 |
6M High / 6M Low: |
0.670 |
0.014 |
High (YTD): |
05/01/2024 |
0.870 |
Low (YTD): |
11/09/2024 |
0.014 |
52W High: |
05/01/2024 |
0.870 |
52W Low: |
11/09/2024 |
0.014 |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.132 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.331 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
270.69% |
Volatility 6M: |
|
271.70% |
Volatility 1Y: |
|
210.31% |
Volatility 3Y: |
|
- |