BNP Paribas Call 65 CNC 17.01.2025
/ DE000PN23MP1
BNP Paribas Call 65 CNC 17.01.202.../ DE000PN23MP1 /
| 9/17/2024 8:39:30 AM |
Chg.+0.09 |
Bid5:14:18 PM |
Ask5:14:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+7.69% |
1.24
Bid Size: 10,000 |
1.25
Ask Size: 10,000 |
Centene Corp |
65.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN23MP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
1.04 |
| Time value: |
0.23 |
| Break-even: |
71.10 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.44 |
| Rho: |
0.15 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.24% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
+35.48% |
| YTD |
|
|
-16.56% |
| 1 Year |
|
|
-3.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.85 |
| 1M High / 1M Low: |
1.57 |
0.85 |
| 6M High / 6M Low: |
1.79 |
0.55 |
| High (YTD): |
2/28/2024 |
1.93 |
| Low (YTD): |
7/24/2024 |
0.55 |
| 52W High: |
2/28/2024 |
1.93 |
| 52W Low: |
7/24/2024 |
0.55 |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
162.63% |
| Volatility 6M: |
|
155.47% |
| Volatility 1Y: |
|
119.78% |
| Volatility 3Y: |
|
- |
