BNP Paribas Call 85 CVS 20.09.2024
/ DE000PC2X0W3
BNP Paribas Call 85 CVS 20.09.202.../ DE000PC2X0W3 /
| 05/07/2024 21:50:28 |
Chg.0.000 |
Bid05/07/2024 |
Ask05/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
0.00% |
0.010
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
CVS Health Corporati... |
85.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC2X0W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
-2.62 |
| Time value: |
0.09 |
| Break-even: |
79.33 |
| Moneyness: |
0.67 |
| Premium: |
0.52 |
| Premium p.a.: |
6.44 |
| Spread abs.: |
0.08 |
| Spread %: |
810.00% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
7.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-93.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.010 |
| 1M High / 1M Low: |
0.017 |
0.010 |
| 6M High / 6M Low: |
0.480 |
0.010 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.140 |
| Avg. volume 6M: |
|
7.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.32% |
| Volatility 6M: |
|
224.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
