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

EUWAX
9/17/2024  8:39:30 AM Chg.+0.070 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.550EUR +14.58% -
Bid Size: -		 -
Ask Size: -		 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: 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: 0.550
Low: 0.550
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+96.43%
1 Month
  -25.68%
3 Months  
+41.03%
YTD
  -40.22%
1 Year
  -31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.280
1M High / 1M Low: 0.790 0.280
6M High / 6M Low: 1.110 0.170
High (YTD): 1/11/2024 1.260
Low (YTD): 7/24/2024 0.170
52W High: 1/11/2024 1.260
52W Low: 7/24/2024 0.170
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   0.795
Avg. volume 1Y:   0.000
Volatility 1M:   264.40%
Volatility 6M:   243.95%
Volatility 1Y:   183.27%
Volatility 3Y:   -