BNP Paribas Call 65 CNC 17.01.2025
/ DE000PN23MP1
BNP Paribas Call 65 CNC 17.01.202.../ DE000PN23MP1 /
| 8/15/2024 8:40:17 AM |
Chg.+0.05 |
Bid9:01:14 AM |
Ask9:01:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+3.76% |
1.39
Bid Size: 2,159 |
1.40
Ask Size: 2,143 |
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: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
1.03 |
| Time value: |
0.30 |
| Break-even: |
72.41 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.19 |
| Rho: |
0.18 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.40% |
| 1 Month |
|
|
+72.50% |
| 3 Months |
|
|
-9.80% |
| YTD |
|
|
-8.61% |
| 1 Year |
|
|
+15.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.25 |
| 1M High / 1M Low: |
1.55 |
0.55 |
| 6M High / 6M Low: |
1.93 |
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: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
265.44% |
| Volatility 6M: |
|
144.14% |
| Volatility 1Y: |
|
114.23% |
| Volatility 3Y: |
|
- |
