BNP Paribas Put 60 CVS 20.12.2024
/ DE000PN5BL47
BNP Paribas Put 60 CVS 20.12.2024/ DE000PN5BL47 /
| 2024-05-17 9:50:35 PM |
Chg.0.000 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
0.00% |
0.570
Bid Size: 21,200 |
0.580
Ask Size: 21,200 |
CVS Health Corporati... |
60.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN5BL4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.21 |
| Time value: |
0.37 |
| Break-even: |
49.40 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-4.36 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.94% |
| 1 Month |
|
|
+145.83% |
| 3 Months |
|
|
+293.33% |
| YTD |
|
|
+247.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.590 |
| 1M High / 1M Low: |
0.730 |
0.210 |
| 6M High / 6M Low: |
0.730 |
0.100 |
| High (YTD): |
2024-05-02 |
0.730 |
| Low (YTD): |
2024-03-28 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.248 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
713.22% |
| Volatility 6M: |
|
330.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
