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BNP Paribas Call 70 CNC 20.12.202.../  DE000PN23MH8  /

Frankfurt Zert./BNP
17/09/2024  17:35:29 Chg.-0.070 Bid17/09/2024 Ask17/09/2024 Underlying Strike price Expiration date Option type
0.790EUR -8.14% 0.790
Bid Size: 11,600		 0.800
Ask Size: 11,600		 Centene Corp 70.00 USD 20/12/2024 Call
 

Master data

WKN: PN23MH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/12/2024
Issue date: 10/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.00
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.59
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 0.59
Time value: 0.27
Break-even: 71.50
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.74
Theta: -0.03
Omega: 5.91
Rho: 0.11
 

Quote data

Open: 0.850
High: 0.900
Low: 0.790
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+51.92%
1 Month
  -24.04%
3 Months  
+43.64%
YTD
  -32.48%
1 Year
  -21.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.520
1M High / 1M Low: 1.150 0.510
6M High / 6M Low: 1.400 0.340
High (YTD): 11/01/2024 1.560
Low (YTD): 23/07/2024 0.340
52W High: 11/01/2024 1.560
52W Low: 23/07/2024 0.340
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   1.053
Avg. volume 1Y:   0.000
Volatility 1M:   208.59%
Volatility 6M:   183.35%
Volatility 1Y:   141.66%
Volatility 3Y:   -