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BNP Paribas Put 70 CVS 20.12.2024/  DE000PN2HWE2  /

Frankfurt Zert./BNP
10/16/2024  9:50:21 PM Chg.-0.010 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.630EUR -1.56% 0.630
Bid Size: 14,000		 0.640
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: -9.48
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.46
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.46
Time value: 0.17
Break-even: 58.02
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.64
Theta: -0.02
Omega: -6.08
Rho: -0.08
 

Quote data

Open: 0.630
High: 0.630
Low: 0.590
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -44.25%
3 Months
  -41.12%
YTD  
+70.27%
1 Year
  -8.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.490
1M High / 1M Low: 1.180 0.490
6M High / 6M Low: 1.570 0.490
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:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.877
Avg. volume 1M:   0.000
Avg. price 6M:   1.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.801
Avg. volume 1Y:   0.000
Volatility 1M:   159.57%
Volatility 6M:   226.12%
Volatility 1Y:   188.81%
Volatility 3Y:   -