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

EUWAX
10/18/2024  8:42:35 AM Chg.-0.140 Bid4:05:55 PM Ask4:05:55 PM Underlying Strike price Expiration date Option type
0.090EUR -60.87% 0.083
Bid Size: 69,400		 0.093
Ask Size: 69,400		 Centene Corp 75.00 USD 1/17/2025 Call
 

Master data

WKN: PN23MR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 1/17/2025
Issue date: 5/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.18
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -1.11
Time value: 0.10
Break-even: 70.26
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.19
Theta: -0.02
Omega: 11.23
Rho: 0.03
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.88%
1 Month
  -83.33%
3 Months
  -74.29%
YTD
  -90.72%
1 Year
  -92.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.200
1M High / 1M Low: 0.620 0.200
6M High / 6M Low: 0.970 0.200
High (YTD): 1/11/2024 1.300
Low (YTD): 10/16/2024 0.200
52W High: 1/11/2024 1.300
52W Low: 10/16/2024 0.200
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   0.798
Avg. volume 1Y:   0.000
Volatility 1M:   220.34%
Volatility 6M:   231.58%
Volatility 1Y:   176.81%
Volatility 3Y:   -