BNP Paribas Call 65 CNC 20.12.2024
/ DE000PN23MG0
BNP Paribas Call 65 CNC 20.12.202.../ DE000PN23MG0 /
14/08/2024 21:50:24 |
Chg.+0.040 |
Bid21:58:27 |
Ask21:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.310EUR |
+3.15% |
1.320 Bid Size: 4,900 |
1.330 Ask Size: 4,900 |
Centene Corp |
65.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PN23MG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.63 |
Historic volatility: |
0.23 |
Parity: |
0.44 |
Time value: |
0.84 |
Break-even: |
77.80 |
Moneyness: |
1.07 |
Premium: |
0.12 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
0.79% |
Delta: |
0.65 |
Theta: |
-0.04 |
Omega: |
3.55 |
Rho: |
0.11 |
Quote data
Open: |
1.280 |
High: |
1.330 |
Low: |
1.270 |
Previous Close: |
1.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.97% |
1 Month |
|
|
+107.94% |
3 Months |
|
|
-14.94% |
YTD |
|
|
-10.27% |
1 Year |
|
|
+13.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
1.240 |
1M High / 1M Low: |
1.470 |
0.550 |
6M High / 6M Low: |
1.890 |
0.550 |
High (YTD): |
26/02/2024 |
1.890 |
Low (YTD): |
23/07/2024 |
0.550 |
52W High: |
26/02/2024 |
1.890 |
52W Low: |
23/07/2024 |
0.550 |
Avg. price 1W: |
|
1.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.055 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.246 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.337 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
237.00% |
Volatility 6M: |
|
137.95% |
Volatility 1Y: |
|
112.80% |
Volatility 3Y: |
|
- |