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BNP Paribas Put 60 CVS 17.01.2025/  DE000PN5BL54  /

Frankfurt Zert./BNP
2024-05-17  9:50:26 PM Chg.+0.010 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
0.610EUR +1.67% 0.590
Bid Size: 21,500		 0.600
Ask Size: 21,500		 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: -8.68
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.23
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.23
Time value: 0.38
Break-even: 49.11
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.67%
Delta: -0.47
Theta: -0.01
Omega: -4.09
Rho: -0.21
 

Quote data

Open: 0.610
High: 0.620
Low: 0.600
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.59%
1 Month  
+125.93%
3 Months  
+238.89%
YTD  
+221.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 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:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   659.68%
Volatility 6M:   309.76%
Volatility 1Y:   -
Volatility 3Y:   -