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: |
|
- |
