BNP Paribas Call 75 CNC 20.12.2024
/ DE000PN23MJ4
BNP Paribas Call 75 CNC 20.12.202.../ DE000PN23MJ4 /
8/15/2024 1:50:30 PM |
Chg.+0.020 |
Bid2:01:06 PM |
Ask2:01:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+3.13% |
0.670 Bid Size: 6,500 |
0.680 Ask Size: 6,500 |
Centene Corp |
75.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN23MJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.18 |
Time value: |
0.48 |
Break-even: |
74.71 |
Moneyness: |
1.03 |
Premium: |
0.07 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
6.56 |
Rho: |
0.13 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
+175.00% |
3 Months |
|
|
-25.00% |
YTD |
|
|
-28.26% |
1 Year |
|
|
-9.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.600 |
1M High / 1M Low: |
0.810 |
0.190 |
6M High / 6M Low: |
1.240 |
0.190 |
High (YTD): |
1/11/2024 |
1.270 |
Low (YTD): |
7/23/2024 |
0.190 |
52W High: |
1/11/2024 |
1.270 |
52W Low: |
7/23/2024 |
0.190 |
Avg. price 1W: |
|
0.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.507 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.689 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.800 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
358.96% |
Volatility 6M: |
|
200.77% |
Volatility 1Y: |
|
158.29% |
Volatility 3Y: |
|
- |