BNP Paribas Call 60 CNC 20.06.2025
/ DE000PG2PVD8
BNP Paribas Call 60 CNC 20.06.202.../ DE000PG2PVD8 /
| 18/10/2024 16:05:24 |
Chg.-0.030 |
Bid16:10:04 |
Ask16:10:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-3.45% |
0.840
Bid Size: 15,800 |
0.850
Ask Size: 15,800 |
Centene Corp |
60.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PG2PVD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.28 |
| Time value: |
0.61 |
| Break-even: |
64.31 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.25 |
| Rho: |
0.19 |
Quote data
| Open: |
0.880 |
| High: |
0.890 |
| Low: |
0.840 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.45% |
| 1 Month |
|
|
-54.10% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
0.870 |
| 1M High / 1M Low: |
1.830 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
