BNP Paribas Put 60 CVS 17.01.2025
/ DE000PN5BL54
BNP Paribas Put 60 CVS 17.01.2025/ DE000PN5BL54 /
| 2024-05-22 9:50:30 PM |
Chg.-0.010 |
Bid9:53:07 PM |
Ask9:53:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-1.64% |
0.600
Bid Size: 21,100 |
0.610
Ask Size: 21,100 |
CVS Health Corporati... |
60.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PN5BL5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.25 |
| Time value: |
0.37 |
| Break-even: |
49.08 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-4.07 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.45% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+252.94% |
| YTD |
|
|
+215.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.600 |
| 1M High / 1M Low: |
0.750 |
0.240 |
| 6M High / 6M Low: |
0.750 |
0.110 |
| High (YTD): |
2024-05-02 |
0.750 |
| Low (YTD): |
2024-03-28 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
657.13% |
| Volatility 6M: |
|
309.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
