BNP Paribas Call 65 CNC 20.12.2024
/ DE000PN23MG0
BNP Paribas Call 65 CNC 20.12.202.../ DE000PN23MG0 /
17/09/2024 08:39:30 |
Chg.+0.09 |
Bid16:12:32 |
Ask16:12:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.21EUR |
+8.04% |
1.22 Bid Size: 9,800 |
1.23 Ask Size: 9,800 |
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: |
5.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.74 |
Historic volatility: |
0.23 |
Parity: |
0.38 |
Time value: |
0.84 |
Break-even: |
77.20 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.01 |
Spread %: |
0.83% |
Delta: |
0.64 |
Theta: |
-0.05 |
Omega: |
3.62 |
Rho: |
0.08 |
Quote data
Open: |
1.21 |
High: |
1.21 |
Low: |
1.21 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.16% |
1 Month |
|
|
-16.55% |
3 Months |
|
|
+39.08% |
YTD |
|
|
-17.69% |
1 Year |
|
|
-4.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
0.79 |
1M High / 1M Low: |
1.52 |
0.79 |
6M High / 6M Low: |
1.74 |
0.50 |
High (YTD): |
28/02/2024 |
1.88 |
Low (YTD): |
24/07/2024 |
0.50 |
52W High: |
28/02/2024 |
1.88 |
52W Low: |
24/07/2024 |
0.50 |
Avg. price 1W: |
|
0.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.16 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.36 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
173.78% |
Volatility 6M: |
|
164.82% |
Volatility 1Y: |
|
126.69% |
Volatility 3Y: |
|
- |