BNP Paribas Call 60 CNC 20.12.2024
/ DE000PN5BBN3
BNP Paribas Call 60 CNC 20.12.202.../ DE000PN5BBN3 /
16/07/2024 18:50:22 |
Chg.+0.200 |
Bid19:03:29 |
Ask19:03:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.130EUR |
+21.51% |
1.110 Bid Size: 11,600 |
1.120 Ask Size: 11,600 |
Centene Corp |
60.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN5BBN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
27/06/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.37 |
Historic volatility: |
0.21 |
Parity: |
0.55 |
Time value: |
0.38 |
Break-even: |
64.35 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.09% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
4.68 |
Rho: |
0.15 |
Quote data
Open: |
0.900 |
High: |
1.130 |
Low: |
0.880 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.83% |
1 Month |
|
|
-5.04% |
3 Months |
|
|
-28.93% |
YTD |
|
|
-36.52% |
1 Year |
|
|
-18.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.920 |
1M High / 1M Low: |
1.130 |
0.890 |
6M High / 6M Low: |
2.260 |
0.890 |
High (YTD): |
26/02/2024 |
2.260 |
Low (YTD): |
01/07/2024 |
0.890 |
52W High: |
26/02/2024 |
2.260 |
52W Low: |
01/07/2024 |
0.890 |
Avg. price 1W: |
|
0.980 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.011 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.677 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.670 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.06% |
Volatility 6M: |
|
84.74% |
Volatility 1Y: |
|
81.88% |
Volatility 3Y: |
|
- |