BNP Paribas Put 80 CVS 16.01.2026
/ DE000PC1JTE9
BNP Paribas Put 80 CVS 16.01.2026/ DE000PC1JTE9 /
| 2024-05-22 12:50:43 PM |
Chg.0.000 |
Bid1:00:36 PM |
Ask1:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
0.00% |
2.200
Bid Size: 13,900 |
2.220
Ask Size: 13,900 |
CVS Health Corporati... |
80.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1JTE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS Health Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 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: |
-2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
2.09 |
| Time value: |
0.13 |
| Break-even: |
51.51 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-1.44 |
| Rho: |
-0.90 |
Quote data
| Open: |
2.200 |
| High: |
2.210 |
| Low: |
2.200 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.93% |
| 1 Month |
|
|
+59.42% |
| 3 Months |
|
|
+107.55% |
| YTD |
|
|
+107.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.190 |
| 1M High / 1M Low: |
2.390 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
2.390 |
| Low (YTD): |
2024-03-28 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
