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

EUWAX
7/16/2024  8:40:11 AM Chg.-0.100 Bid1:10:20 PM Ask1:10:20 PM Underlying Strike price Expiration date Option type
0.390EUR -20.41% 0.370
Bid Size: 11,200		 0.380
Ask Size: 11,200		 Centene Corp 70.00 USD 12/20/2024 Call
 

Master data

WKN: PN23MH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/20/2024
Issue date: 5/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.77
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -0.37
Time value: 0.41
Break-even: 68.33
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.46
Theta: -0.02
Omega: 6.85
Rho: 0.10
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -33.90%
3 Months
  -60.20%
YTD
  -66.95%
1 Year
  -58.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: 0.600 0.380
6M High / 6M Low: 1.540 0.380
High (YTD): 1/11/2024 1.550
Low (YTD): 7/2/2024 0.380
52W High: 1/11/2024 1.550
52W Low: 7/2/2024 0.380
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   0.000
Avg. price 6M:   1.038
Avg. volume 6M:   0.000
Avg. price 1Y:   1.078
Avg. volume 1Y:   0.000
Volatility 1M:   127.05%
Volatility 6M:   120.64%
Volatility 1Y:   109.26%
Volatility 3Y:   -