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

EUWAX
10/18/2024  8:42:35 AM Chg.-0.119 Bid6:21:52 PM Ask6:21:52 PM Underlying Strike price Expiration date Option type
0.061EUR -66.11% 0.049
Bid Size: 79,800		 0.091
Ask Size: 79,800		 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: 63.93
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -1.11
Time value: 0.09
Break-even: 70.17
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.96
Spread abs.: 0.03
Spread %: 49.18%
Delta: 0.18
Theta: -0.02
Omega: 11.66
Rho: 0.02
 

Quote data

Open: 0.061
High: 0.061
Low: 0.061
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.54%
1 Month
  -87.55%
3 Months
  -79.67%
YTD
  -93.37%
1 Year
  -94.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.150
1M High / 1M Low: 0.560 0.150
6M High / 6M Low: 0.910 0.150
High (YTD): 1/11/2024 1.260
Low (YTD): 10/16/2024 0.150
52W High: 1/11/2024 1.260
52W Low: 10/16/2024 0.150
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.513
Avg. volume 6M:   0.000
Avg. price 1Y:   0.745
Avg. volume 1Y:   0.000
Volatility 1M:   253.15%
Volatility 6M:   260.25%
Volatility 1Y:   196.38%
Volatility 3Y:   -