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BNP Paribas Call 60 CNC 20.12.202.../  DE000PN5BBN3  /

Frankfurt Zert./BNP
7/16/2024  7:05:12 PM Chg.+0.180 Bid7/16/2024 Ask7/16/2024 Underlying Strike price Expiration date Option type
1.110EUR +19.35% 1.110
Bid Size: 11,600		 1.120
Ask Size: 11,600		 Centene Corp 60.00 USD 12/20/2024 Call
 

Master data

WKN: PN5BBN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
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  
+20.65%
1 Month
  -6.72%
3 Months
  -30.19%
YTD
  -37.64%
1 Year
  -20.14%
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): 2/26/2024 2.260
Low (YTD): 7/1/2024 0.890
52W High: 2/26/2024 2.260
52W Low: 7/1/2024 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:   -