BNP Paribas Put 55 CVS 20.09.2024
/ DE000PC9PZ93
BNP Paribas Put 55 CVS 20.09.2024/ DE000PC9PZ93 /
| 7/26/2024 9:47:42 AM |
Chg.- |
Bid8:25:10 AM |
Ask8:25:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
- |
0.100
Bid Size: 21,500 |
0.110
Ask Size: 21,500 |
CVS Health Corporati... |
55.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC9PZ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.55 |
| Time value: |
0.12 |
| Break-even: |
49.46 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-10.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.240 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
