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BNP Paribas Call 75 CNC 17.01.202.../  DE000PN23MR7  /

Frankfurt Zert./BNP
05/09/2024  21:50:39 Chg.-0.040 Bid21:57:27 Ask21:57:27 Underlying Strike price Expiration date Option type
0.430EUR -8.51% 0.430
Bid Size: 9,000		 0.440
Ask Size: 9,000		 Centene Corp 75.00 USD 17/01/2025 Call
 

Master data

WKN: PN23MR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 17/01/2025
Issue date: 10/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.07
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.16
Time value: 0.47
Break-even: 72.39
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.52
Theta: -0.02
Omega: 7.26
Rho: 0.11
 

Quote data

Open: 0.450
High: 0.460
Low: 0.350
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.67%
1 Month
  -50.00%
3 Months
  -8.51%
YTD
  -55.21%
1 Year
  -23.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.470
1M High / 1M Low: 0.870 0.470
6M High / 6M Low: 1.220 0.240
High (YTD): 11/01/2024 1.310
Low (YTD): 23/07/2024 0.240
52W High: 11/01/2024 1.310
52W Low: 23/07/2024 0.240
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.734
Avg. volume 1M:   0.000
Avg. price 6M:   0.696
Avg. volume 6M:   0.000
Avg. price 1Y:   0.854
Avg. volume 1Y:   0.000
Volatility 1M:   186.98%
Volatility 6M:   188.12%
Volatility 1Y:   149.45%
Volatility 3Y:   -