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BNP Paribas Put 70 CVS 20.12.2024/  DE000PN2HWE2  /

Frankfurt Zert./BNP
09/08/2024  21:50:30 Chg.+0.040 Bid21:59:36 Ask21:59:36 Underlying Strike price Expiration date Option type
1.240EUR +3.33% 1.250
Bid Size: 13,400		 1.260
Ask Size: 13,400		 CVS Health Corporati... 70.00 USD 20/12/2024 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: 20/12/2024
Issue date: 25/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.15
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.18
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 1.18
Time value: 0.08
Break-even: 51.53
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.80%
Delta: -0.75
Theta: -0.01
Omega: -3.13
Rho: -0.19
 

Quote data

Open: 1.190
High: 1.270
Low: 1.180
Previous Close: 1.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.77%
1 Month  
+0.81%
3 Months
  -9.49%
YTD  
+235.14%
1 Year  
+113.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.180
1M High / 1M Low: 1.300 0.860
6M High / 6M Low: 1.570 0.260
High (YTD): 29/05/2024 1.570
Low (YTD): 28/03/2024 0.260
52W High: 29/05/2024 1.570
52W Low: 28/03/2024 0.260
Avg. price 1W:   1.236
Avg. volume 1W:   0.000
Avg. price 1M:   1.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.861
Avg. volume 6M:   0.000
Avg. price 1Y:   0.753
Avg. volume 1Y:   0.000
Volatility 1M:   134.34%
Volatility 6M:   241.48%
Volatility 1Y:   187.29%
Volatility 3Y:   -