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BNP Paribas Call 60 CNC 17.01.202.../  DE000PN5BBQ6  /

Frankfurt Zert./BNP
7/5/2024  9:50:29 PM Chg.-0.040 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
1.000EUR -3.85% 1.000
Bid Size: 6,400		 1.010
Ask Size: 6,400		 Centene Corp 60.00 USD 1/17/2025 Call
 

Master data

WKN: PN5BBQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 1/17/2025
Issue date: 6/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.06
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.59
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 0.59
Time value: 0.42
Break-even: 65.45
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.72
Theta: -0.02
Omega: 4.38
Rho: 0.18
 

Quote data

Open: 1.040
High: 1.040
Low: 0.980
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month
  -23.08%
3 Months
  -39.39%
YTD
  -45.05%
1 Year
  -34.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.950
1M High / 1M Low: 1.300 0.950
6M High / 6M Low: 2.300 0.950
High (YTD): 2/26/2024 2.300
Low (YTD): 7/1/2024 0.950
52W High: 2/26/2024 2.300
52W Low: 7/1/2024 0.950
Avg. price 1W:   1.006
Avg. volume 1W:   0.000
Avg. price 1M:   1.126
Avg. volume 1M:   0.000
Avg. price 6M:   1.774
Avg. volume 6M:   0.000
Avg. price 1Y:   1.719
Avg. volume 1Y:   0.000
Volatility 1M:   83.59%
Volatility 6M:   78.49%
Volatility 1Y:   79.16%
Volatility 3Y:   -