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BNP Paribas Call 80 CVS 20.12.202.../  DE000PE9AEK8  /

Frankfurt Zert./BNP
7/12/2024  9:50:34 PM Chg.+0.006 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
0.057EUR +11.76% 0.056
Bid Size: 50,000		 0.091
Ask Size: 50,000		 CVS HEALTH CORP. D... 80.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.45
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -2.59
Time value: 0.09
Break-even: 80.91
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 1.51
Spread abs.: 0.04
Spread %: 62.50%
Delta: 0.13
Theta: -0.01
Omega: 7.68
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.059
Low: 0.049
Previous Close: 0.051
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+39.02%
1 Month
  -33.72%
3 Months
  -76.25%
YTD
  -92.60%
1 Year
  -90.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.044
1M High / 1M Low: 0.086 0.032
6M High / 6M Low: 0.670 0.031
High (YTD): 1/5/2024 0.870
Low (YTD): 5/28/2024 0.031
52W High: 1/5/2024 0.870
52W Low: 5/28/2024 0.031
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   225.56%
Volatility 6M:   223.78%
Volatility 1Y:   181.49%
Volatility 3Y:   -