BNP Paribas Call 75 CNC 20.09.2024
/ DE000PC39S20
BNP Paribas Call 75 CNC 20.09.202.../ DE000PC39S20 /
| 9/16/2024 9:50:27 PM |
Chg.+0.080 |
Bid9:57:27 PM |
Ask9/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+80.00% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
75.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC39S2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.14 |
| Time value: |
0.03 |
| Break-even: |
69.09 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
-0.01 |
| Spread %: |
-5.56% |
| Delta: |
0.77 |
| Theta: |
-0.11 |
| Omega: |
31.16 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.220 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+847.37% |
| 1 Month |
|
|
-58.14% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.019 |
| 1M High / 1M Low: |
0.520 |
0.019 |
| 6M High / 6M Low: |
0.880 |
0.019 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
866.56% |
| Volatility 6M: |
|
487.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
