BNP Paribas Put 70 CVS 20.12.2024
/ DE000PN2HWE2
BNP Paribas Put 70 CVS 20.12.2024/ DE000PN2HWE2 /
09/08/2024 08:15:23 |
Chg.-0.11 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
1.19EUR |
-8.46% |
- Bid Size: - |
- Ask Size: - |
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: |
1.19 |
High: |
1.19 |
Low: |
1.19 |
Previous Close: |
1.30 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.19% |
1 Month |
|
|
-7.03% |
3 Months |
|
|
-13.14% |
YTD |
|
|
+221.62% |
1 Year |
|
|
+101.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.30 |
1.18 |
1M High / 1M Low: |
1.30 |
0.87 |
6M High / 6M Low: |
1.61 |
0.28 |
High (YTD): |
30/05/2024 |
1.61 |
Low (YTD): |
28/03/2024 |
0.28 |
52W High: |
30/05/2024 |
1.61 |
52W Low: |
28/03/2024 |
0.28 |
Avg. price 1W: |
|
1.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.75 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
130.41% |
Volatility 6M: |
|
191.36% |
Volatility 1Y: |
|
158.80% |
Volatility 3Y: |
|
- |