BNP Paribas Put 60 CVS 16.01.2026
/ DE000PC1JTC3
BNP Paribas Put 60 CVS 16.01.2026/ DE000PC1JTC3 /
| 2024-05-22 12:50:38 PM |
Chg.0.000 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
0.00% |
0.910
Bid Size: 19,500 |
0.930
Ask Size: 19,500 |
CVS Health Corporati... |
60.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1JTC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.25 |
| Time value: |
0.68 |
| Break-even: |
45.98 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-2.23 |
| Rho: |
-0.50 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
+82.00% |
| 3 Months |
|
|
+139.47% |
| YTD |
|
|
+116.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.910 |
| 1M High / 1M Low: |
1.010 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-08 |
1.010 |
| Low (YTD): |
2024-03-28 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
