BNP Paribas Call 70 CNC 17.01.2025
/ DE000PN23MQ9
BNP Paribas Call 70 CNC 17.01.202.../ DE000PN23MQ9 /
17/09/2024 21:50:45 |
Chg.-0.080 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-8.70% |
0.820 Bid Size: 6,000 |
0.830 Ask Size: 6,000 |
Centene Corp |
70.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PN23MQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/05/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.23 |
Parity: |
-0.12 |
Time value: |
0.92 |
Break-even: |
79.20 |
Moneyness: |
0.98 |
Premium: |
0.15 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
0.56 |
Theta: |
-0.04 |
Omega: |
4.20 |
Rho: |
0.10 |
Quote data
Open: |
0.910 |
High: |
0.960 |
Low: |
0.830 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+44.83% |
1 Month |
|
|
-23.64% |
3 Months |
|
|
+40.00% |
YTD |
|
|
-30.58% |
1 Year |
|
|
-20.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.580 |
1M High / 1M Low: |
1.210 |
0.570 |
6M High / 6M Low: |
1.460 |
0.390 |
High (YTD): |
11/01/2024 |
1.610 |
Low (YTD): |
23/07/2024 |
0.390 |
52W High: |
11/01/2024 |
1.610 |
52W Low: |
23/07/2024 |
0.390 |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.919 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.909 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.103 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
194.72% |
Volatility 6M: |
|
170.15% |
Volatility 1Y: |
|
132.59% |
Volatility 3Y: |
|
- |