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

EUWAX
9/5/2024  10:05:20 AM Chg.-0.400 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.460EUR -46.51% -
Bid Size: -		 -
Ask Size: -		 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: 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: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.84%
1 Month
  -49.45%
3 Months
  -2.13%
YTD
  -52.58%
1 Year
  -24.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.460
1M High / 1M Low: 0.910 0.460
6M High / 6M Low: 1.220 0.210
High (YTD): 1/11/2024 1.300
Low (YTD): 7/24/2024 0.210
52W High: 1/11/2024 1.300
52W Low: 7/24/2024 0.210
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.731
Avg. volume 1M:   0.000
Avg. price 6M:   0.694
Avg. volume 6M:   0.000
Avg. price 1Y:   0.855
Avg. volume 1Y:   0.000
Volatility 1M:   192.92%
Volatility 6M:   211.41%
Volatility 1Y:   163.33%
Volatility 3Y:   -