BNP Paribas Put 60 CVS 20.09.2024
/ DE000PC9P0A2
BNP Paribas Put 60 CVS 20.09.2024/ DE000PC9P0A2 /
7/5/2024 9:33:57 AM |
Chg.+0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+2.08% |
- 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: |
-10.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.38 |
Historic volatility: |
0.27 |
Parity: |
0.31 |
Time value: |
0.21 |
Break-even: |
50.30 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.03 |
Spread %: |
6.12% |
Delta: |
-0.58 |
Theta: |
-0.02 |
Omega: |
-5.81 |
Rho: |
-0.07 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.95% |
1 Month |
|
|
+48.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.370 |
1M High / 1M Low: |
0.480 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |