BNP Paribas Call 65 CNC 20.12.2024
/ DE000PN23MG0
BNP Paribas Call 65 CNC 20.12.202.../ DE000PN23MG0 /
| 15/08/2024 08:40:17 |
Chg.+0.05 |
Bid10:01:03 |
Ask10:01:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+3.91% |
1.34
Bid Size: 2,239 |
1.35
Ask Size: 2,223 |
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: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.23 |
| Parity: |
0.50 |
| Time value: |
0.83 |
| Break-even: |
78.30 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
3.48 |
| Rho: |
0.11 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.83% |
| 1 Month |
|
|
+77.33% |
| 3 Months |
|
|
-10.14% |
| YTD |
|
|
-9.52% |
| 1 Year |
|
|
+15.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.20 |
| 1M High / 1M Low: |
1.50 |
0.50 |
| 6M High / 6M Low: |
1.88 |
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: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
282.39% |
| Volatility 6M: |
|
152.56% |
| Volatility 1Y: |
|
120.78% |
| Volatility 3Y: |
|
- |
