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

Frankfurt Zert./BNP
7/16/2024  7:50:33 PM Chg.+0.080 Bid8:19:06 PM Ask8:19:06 PM Underlying Strike price Expiration date Option type
0.320EUR +33.33% 0.320
Bid Size: 24,800		 0.330
Ask Size: 24,800		 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: 24.22
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -0.83
Time value: 0.25
Break-even: 71.32
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.33
Theta: -0.02
Omega: 8.07
Rho: 0.08
 

Quote data

Open: 0.230
High: 0.340
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -15.79%
3 Months
  -54.29%
YTD
  -65.22%
1 Year
  -56.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: 1.240 0.230
High (YTD): 1/11/2024 1.270
Low (YTD): 7/1/2024 0.230
52W High: 1/11/2024 1.270
52W Low: 7/1/2024 0.230
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   0.769
Avg. volume 6M:   0.000
Avg. price 1Y:   0.828
Avg. volume 1Y:   0.000
Volatility 1M:   160.65%
Volatility 6M:   136.27%
Volatility 1Y:   123.30%
Volatility 3Y:   -