OverviewChartNewsTraderScreen

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

EUWAX
09/10/2024  08:41:42 Chg.-0.020 Bid10:05:14 Ask10:05:14 Underlying Strike price Expiration date Option type
0.310EUR -6.06% 0.310
Bid Size: 10,800		 0.320
Ask Size: 10,800		 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: 19.70
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.33
Time value: 0.33
Break-even: 71.63
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.44
Theta: -0.02
Omega: 8.65
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.91%
1 Month
  -11.43%
3 Months  
+3.33%
YTD
  -68.04%
1 Year
  -69.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.620 0.330
6M High / 6M Low: 0.970 0.210
High (YTD): 11/01/2024 1.300
Low (YTD): 24/07/2024 0.210
52W High: 11/01/2024 1.300
52W Low: 24/07/2024 0.210
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.595
Avg. volume 6M:   0.000
Avg. price 1Y:   0.818
Avg. volume 1Y:   0.000
Volatility 1M:   194.50%
Volatility 6M:   221.86%
Volatility 1Y:   169.34%
Volatility 3Y:   -