BNP Paribas Call 70 CNC 19.12.2025
/ DE000PC1LN81
BNP Paribas Call 70 CNC 19.12.202.../ DE000PC1LN81 /
| 9/17/2024 9:13:25 AM |
Chg.+0.08 |
Bid8:37:28 PM |
Ask8:37:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+5.80% |
1.40
Bid Size: 12,400 |
1.41
Ask Size: 12,400 |
Centene Corp |
70.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LN8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.59 |
| Time value: |
0.88 |
| Break-even: |
77.60 |
| Moneyness: |
1.09 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.42 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.20% |
| 1 Month |
|
|
-13.61% |
| 3 Months |
|
|
+24.79% |
| YTD |
|
|
-8.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.13 |
| 1M High / 1M Low: |
1.75 |
1.13 |
| 6M High / 6M Low: |
1.94 |
0.86 |
| High (YTD): |
2/27/2024 |
2.04 |
| Low (YTD): |
7/24/2024 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.13% |
| Volatility 6M: |
|
112.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
