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

Frankfurt Zert./BNP
18/10/2024  18:05:11 Chg.-0.004 Bid18:17:19 Ask18:17:19 Underlying Strike price Expiration date Option type
0.039EUR -9.30% 0.041
Bid Size: 100,000		 0.091
Ask Size: 100,000		 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: 63.93
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -1.57
Time value: 0.09
Break-even: 74.78
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 1.74
Spread abs.: 0.05
Spread %: 111.63%
Delta: 0.16
Theta: -0.02
Omega: 10.05
Rho: 0.02
 

Quote data

Open: 0.044
High: 0.045
Low: 0.038
Previous Close: 0.043
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -79.47%
1 Month
  -89.46%
3 Months
  -77.06%
YTD
  -94.73%
1 Year
  -95.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.043
1M High / 1M Low: 0.370 0.043
6M High / 6M Low: 0.710 0.043
High (YTD): 11/01/2024 1.050
Low (YTD): 17/10/2024 0.043
52W High: 11/01/2024 1.050
52W Low: 17/10/2024 0.043
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   0.584
Avg. volume 1Y:   0.000
Volatility 1M:   302.26%
Volatility 6M:   249.35%
Volatility 1Y:   193.55%
Volatility 3Y:   -