BNP Paribas Call 100 CNC 16.01.2026
/ DE000PC1LPE3
BNP Paribas Call 100 CNC 16.01.20.../ DE000PC1LPE3 /
| 8/15/2024 6:35:28 PM |
Chg.+0.020 |
Bid8/15/2024 |
Ask8/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+4.00% |
0.520
Bid Size: 19,200 |
0.530
Ask Size: 19,200 |
Centene Corp |
100.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1LPE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-2.09 |
| Time value: |
0.51 |
| Break-even: |
95.91 |
| Moneyness: |
0.77 |
| Premium: |
0.37 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
4.83 |
| Rho: |
0.28 |
Quote data
| Open: |
0.500 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.480 |
| 1M High / 1M Low: |
0.590 |
0.250 |
| 6M High / 6M Low: |
0.770 |
0.220 |
| High (YTD): |
2/23/2024 |
0.770 |
| Low (YTD): |
7/1/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.58% |
| Volatility 6M: |
|
142.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
