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

EUWAX
9/17/2024  8:39:30 AM Chg.+0.080 Bid5:14:34 PM Ask5:14:34 PM Underlying Strike price Expiration date Option type
0.850EUR +10.39% 0.830
Bid Size: 11,400		 0.840
Ask Size: 11,400		 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: 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: 0.850
Low: 0.850
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.00%
1 Month
  -20.56%
3 Months  
+41.67%
YTD
  -27.97%
1 Year
  -16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.500
1M High / 1M Low: 1.130 0.500
6M High / 6M Low: 1.410 0.300
High (YTD): 1/11/2024 1.550
Low (YTD): 7/24/2024 0.300
52W High: 1/11/2024 1.550
52W Low: 7/24/2024 0.300
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.864
Avg. volume 1M:   0.000
Avg. price 6M:   0.854
Avg. volume 6M:   0.000
Avg. price 1Y:   1.054
Avg. volume 1Y:   0.000
Volatility 1M:   214.66%
Volatility 6M:   201.18%
Volatility 1Y:   152.88%
Volatility 3Y:   -