BNP Paribas Call 60 CNC 20.12.2024
/ DE000PN5BBN3
BNP Paribas Call 60 CNC 20.12.202.../ DE000PN5BBN3 /
| 9/17/2024 8:24:37 AM |
Chg.+0.10 |
Bid5:39:12 PM |
Ask5:39:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+6.62% |
1.54
Bid Size: 9,400 |
1.55
Ask Size: 9,400 |
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: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
1.49 |
| Time value: |
0.13 |
| Break-even: |
70.11 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.80 |
| Rho: |
0.12 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
-13.44% |
| 3 Months |
|
|
+35.29% |
| YTD |
|
|
-10.06% |
| 1 Year |
|
|
+5.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.15 |
| 1M High / 1M Low: |
1.93 |
1.15 |
| 6M High / 6M Low: |
2.11 |
0.79 |
| High (YTD): |
2/26/2024 |
2.27 |
| Low (YTD): |
7/24/2024 |
0.79 |
| 52W High: |
2/26/2024 |
2.27 |
| 52W Low: |
7/24/2024 |
0.79 |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
139.65% |
| Volatility 6M: |
|
133.38% |
| Volatility 1Y: |
|
103.96% |
| Volatility 3Y: |
|
- |
