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BNP Paribas Call 80 CNC 17.01.202.../  DE000PN23MS5  /

Frankfurt Zert./BNP
17/09/2024  20:20:42 Chg.-0.050 Bid17/09/2024 Ask17/09/2024 Underlying Strike price Expiration date Option type
0.340EUR -12.82% 0.340
Bid Size: 20,200		 0.350
Ask Size: 20,200		 Centene Corp 80.00 USD 17/01/2025 Call
 

Master data

WKN: PN23MS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 17/01/2025
Issue date: 10/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.20
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.31
Time value: 0.40
Break-even: 75.88
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.46
Theta: -0.02
Omega: 8.00
Rho: 0.09
 

Quote data

Open: 0.380
High: 0.410
Low: 0.340
Previous Close: 0.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+70.00%
1 Month
  -34.62%
3 Months  
+30.77%
YTD
  -54.05%
1 Year
  -47.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.200
1M High / 1M Low: 0.590 0.200
6M High / 6M Low: 0.900 0.140
High (YTD): 11/01/2024 1.050
Low (YTD): 23/07/2024 0.140
52W High: 11/01/2024 1.050
52W Low: 23/07/2024 0.140
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.451
Avg. volume 6M:   0.000
Avg. price 1Y:   0.631
Avg. volume 1Y:   0.000
Volatility 1M:   270.49%
Volatility 6M:   223.60%
Volatility 1Y:   172.67%
Volatility 3Y:   -