BNP Paribas Put 60 CVS 20.09.2024
/ DE000PC9P0A2
BNP Paribas Put 60 CVS 20.09.2024/ DE000PC9P0A2 /
8/30/2024 9:28:20 AM |
Chg.+0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
CVS Health Corporati... |
60.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
PC9P0A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CVS Health Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 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: |
-17.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
0.25 |
Time value: |
0.04 |
Break-even: |
51.41 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
-0.74 |
Theta: |
-0.02 |
Omega: |
-13.28 |
Rho: |
-0.02 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
-45.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.190 |
1M High / 1M Low: |
0.440 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.307 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
270.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |