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BNP Paribas Call 65 CNC 17.01.202.../  DE000PN23MP1  /

EUWAX
16/07/2024  08:40:11 Chg.-0.140 Bid18:39:04 Ask18:39:04 Underlying Strike price Expiration date Option type
0.660EUR -17.50% 0.850
Bid Size: 13,600		 0.860
Ask Size: 13,600		 Centene Corp 65.00 USD 17/01/2025 Call
 

Master data

WKN: PN23MP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 17/01/2025
Issue date: 10/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.91
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.09
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 0.09
Time value: 0.59
Break-even: 66.44
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.60
Theta: -0.02
Omega: 5.37
Rho: 0.15
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -27.47%
3 Months
  -50.38%
YTD
  -56.29%
1 Year
  -44.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.670
1M High / 1M Low: 0.930 0.650
6M High / 6M Low: 1.930 0.650
High (YTD): 28/02/2024 1.930
Low (YTD): 02/07/2024 0.650
52W High: 28/02/2024 1.930
52W Low: 02/07/2024 0.650
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.771
Avg. volume 1M:   0.000
Avg. price 6M:   1.392
Avg. volume 6M:   0.000
Avg. price 1Y:   1.404
Avg. volume 1Y:   0.000
Volatility 1M:   102.13%
Volatility 6M:   96.75%
Volatility 1Y:   90.32%
Volatility 3Y:   -