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: |
|
- |