BNP Paribas Put 70 CVS 21.06.2024
/ DE000PN7B2Q9
BNP Paribas Put 70 CVS 21.06.2024/ DE000PN7B2Q9 /
| 2024-05-03 9:50:34 PM |
Chg.-0.110 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-7.86% |
1.310
Bid Size: 11,500 |
1.320
Ask Size: 11,500 |
CVS Health Corporati... |
70.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PN7B2Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
1.31 |
| Time value: |
0.01 |
| Break-even: |
51.85 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.89 |
| Theta: |
-0.01 |
| Omega: |
-3.50 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.360 |
| High: |
1.390 |
| Low: |
1.270 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+230.77% |
| 1 Month |
|
|
+658.82% |
| 3 Months |
|
|
+360.71% |
| YTD |
|
|
+616.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
0.340 |
| 1M High / 1M Low: |
1.400 |
0.150 |
| 6M High / 6M Low: |
1.400 |
0.057 |
| High (YTD): |
2024-05-02 |
1.400 |
| Low (YTD): |
2024-03-28 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.853 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,084.12% |
| Volatility 6M: |
|
574.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
