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BNP Paribas Call 75 CNC 20.12.202.../  DE000PN23MJ4  /

EUWAX
15/08/2024  08:40:17 Chg.+0.040 Bid19:11:08 Ask19:11:08 Underlying Strike price Expiration date Option type
0.660EUR +6.45% 0.720
Bid Size: 12,200		 0.730
Ask Size: 12,200		 Centene Corp 75.00 USD 20/12/2024 Call
 

Master data

WKN: PN23MJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 20/12/2024
Issue date: 10/05/2023
Last trading day: 19/12/2024
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: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.86%
1 Month  
+112.90%
3 Months
  -20.48%
YTD
  -28.26%
1 Year
  -9.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.590
1M High / 1M Low: 0.850 0.170
6M High / 6M Low: 1.230 0.170
High (YTD): 11/01/2024 1.260
Low (YTD): 24/07/2024 0.170
52W High: 11/01/2024 1.260
52W Low: 24/07/2024 0.170
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.691
Avg. volume 6M:   0.000
Avg. price 1Y:   0.801
Avg. volume 1Y:   0.000
Volatility 1M:   433.73%
Volatility 6M:   224.05%
Volatility 1Y:   171.78%
Volatility 3Y:   -