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

EUWAX
10/8/2024  8:43:35 AM Chg.+0.002 Bid9:20:06 AM Ask9:20:06 AM Underlying Strike price Expiration date Option type
0.048EUR +4.35% 0.047
Bid Size: 25,000		 0.091
Ask Size: 25,000		 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: 64.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.27
Parity: -2.11
Time value: 0.09
Break-even: 80.91
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 3.80
Spread abs.: 0.05
Spread %: 97.83%
Delta: 0.14
Theta: -0.02
Omega: 8.87
Rho: 0.01
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+380.00%
3 Months  
+20.00%
YTD
  -93.77%
1 Year
  -90.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.030
1M High / 1M Low: 0.050 0.010
6M High / 6M Low: 0.440 0.010
High (YTD): 1/5/2024 0.890
Low (YTD): 9/9/2024 0.010
52W High: 1/5/2024 0.890
52W Low: 9/9/2024 0.010
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   491.71%
Volatility 6M:   362.37%
Volatility 1Y:   272.30%
Volatility 3Y:   -