BNP Paribas Call 60 CNC 20.12.2024
/ DE000PN5BBN3
BNP Paribas Call 60 CNC 20.12.202.../ DE000PN5BBN3 /
7/16/2024 8:23:15 AM |
Chg.-0.16 |
Bid4:38:23 PM |
Ask4:38:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.90EUR |
-15.09% |
1.05 Bid Size: 12,000 |
1.06 Ask Size: 12,000 |
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: |
0.90 |
High: |
0.90 |
Low: |
0.90 |
Previous Close: |
1.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-24.37% |
3 Months |
|
|
-44.44% |
YTD |
|
|
-49.72% |
1 Year |
|
|
-35.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.06 |
0.91 |
1M High / 1M Low: |
1.19 |
0.89 |
6M High / 6M Low: |
2.27 |
0.89 |
High (YTD): |
2/26/2024 |
2.27 |
Low (YTD): |
7/2/2024 |
0.89 |
52W High: |
2/26/2024 |
2.27 |
52W Low: |
7/2/2024 |
0.89 |
Avg. price 1W: |
|
0.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.68 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
81.32% |
Volatility 6M: |
|
85.79% |
Volatility 1Y: |
|
81.82% |
Volatility 3Y: |
|
- |