BNP Paribas Put 80 CVS 21.06.2024
/ DE000PN7B2R7
BNP Paribas Put 80 CVS 21.06.2024/ DE000PN7B2R7 /
| 2024-04-16 9:50:41 PM |
Chg.-0.010 |
Bid9:55:56 PM |
Ask9:55:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-0.92% |
-
Bid Size: - |
-
Ask Size: - |
CVS HEALTH CORP. D... |
80.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
PN7B2R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CVS HEALTH CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
2.71 |
| Time value: |
-1.60 |
| Break-even: |
68.90 |
| Moneyness: |
1.51 |
| Premium: |
-0.30 |
| Premium p.a.: |
-0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
0.850 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+103.77% |
| YTD |
|
|
+116.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.250 |
0.330 |
| High (YTD): |
2024-04-12 |
1.130 |
| Low (YTD): |
2024-03-28 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.684 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
230.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
