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

Frankfurt Zert./BNP
17/09/2024  21:50:33 Chg.-0.070 Bid21:59:04 Ask21:59:04 Underlying Strike price Expiration date Option type
0.490EUR -12.50% 0.480
Bid Size: 7,600		 0.490
Ask Size: 7,600		 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: 12.29
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.14
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.14
Time value: 0.42
Break-even: 72.99
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.60
Theta: -0.03
Omega: 7.40
Rho: 0.09
 

Quote data

Open: 0.550
High: 0.590
Low: 0.490
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+63.33%
1 Month
  -31.94%
3 Months  
+40.00%
YTD
  -46.74%
1 Year
  -37.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.300
1M High / 1M Low: 0.800 0.290
6M High / 6M Low: 1.100 0.190
High (YTD): 11/01/2024 1.270
Low (YTD): 23/07/2024 0.190
52W High: 11/01/2024 1.270
52W Low: 23/07/2024 0.190
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.566
Avg. volume 1M:   0.000
Avg. price 6M:   0.597
Avg. volume 6M:   0.000
Avg. price 1Y:   0.794
Avg. volume 1Y:   0.000
Volatility 1M:   251.71%
Volatility 6M:   220.99%
Volatility 1Y:   169.17%
Volatility 3Y:   -