BNP Paribas Call 60 CNC 20.12.2024
/ DE000PN5BBN3
BNP Paribas Call 60 CNC 20.12.202.../ DE000PN5BBN3 /
14/08/2024 08:25:00 |
Chg.+0.04 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.67EUR |
+2.45% |
- Bid Size: - |
- Ask Size: - |
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: |
4.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
1.49 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
1.49 |
Time value: |
0.19 |
Break-even: |
71.37 |
Moneyness: |
1.27 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
3.61 |
Rho: |
0.15 |
Quote data
Open: |
1.67 |
High: |
1.67 |
Low: |
1.67 |
Previous Close: |
1.63 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.37% |
1 Month |
|
|
+57.55% |
3 Months |
|
|
-10.22% |
YTD |
|
|
-6.70% |
1 Year |
|
|
+20.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.67 |
1.57 |
1M High / 1M Low: |
1.87 |
0.79 |
6M High / 6M Low: |
2.27 |
0.79 |
High (YTD): |
26/02/2024 |
2.27 |
Low (YTD): |
24/07/2024 |
0.79 |
52W High: |
26/02/2024 |
2.27 |
52W Low: |
24/07/2024 |
0.79 |
Avg. price 1W: |
|
1.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.66 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
223.81% |
Volatility 6M: |
|
123.86% |
Volatility 1Y: |
|
100.00% |
Volatility 3Y: |
|
- |