OverviewChartNewsTraderScreen

BNP Paribas Put 70 CVS 20.12.2024/  DE000PN2HWE2  /

Frankfurt Zert./BNP
7/12/2024  9:50:22 PM Chg.-0.080 Bid9:55:07 PM Ask9:55:07 PM Underlying Strike price Expiration date Option type
1.150EUR -6.50% 1.160
Bid Size: 14,000		 1.170
Ask Size: 14,000		 CVS Health Corporati... 70.00 USD 12/20/2024 Put
 

Master data

WKN: PN2HWE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CVS Health Corporation
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 12/20/2024
Issue date: 4/25/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.62
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.01
Implied volatility: 0.40
Historic volatility: 0.27
Parity: 1.01
Time value: 0.16
Break-even: 52.48
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.86%
Delta: -0.68
Theta: -0.01
Omega: -3.13
Rho: -0.21
 

Quote data

Open: 1.220
High: 1.250
Low: 1.130
Previous Close: 1.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.18%
1 Month  
+12.75%
3 Months  
+79.69%
YTD  
+210.81%
1 Year  
+55.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.150
1M High / 1M Low: 1.340 0.970
6M High / 6M Low: 1.570 0.260
High (YTD): 5/29/2024 1.570
Low (YTD): 3/28/2024 0.260
52W High: 5/29/2024 1.570
52W Low: 3/28/2024 0.260
Avg. price 1W:   1.252
Avg. volume 1W:   0.000
Avg. price 1M:   1.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.757
Avg. volume 6M:   0.000
Avg. price 1Y:   0.713
Avg. volume 1Y:   0.000
Volatility 1M:   85.74%
Volatility 6M:   242.80%
Volatility 1Y:   185.18%
Volatility 3Y:   -