BNP Paribas Call 80 CNC 20.12.2024
/ DE000PN23MK2
BNP Paribas Call 80 CNC 20.12.202.../ DE000PN23MK2 /
14/08/2024 21:50:24 |
Chg.+0.010 |
Bid21:58:50 |
Ask21:58:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+2.56% |
0.410 Bid Size: 8,900 |
0.420 Ask Size: 8,900 |
Centene Corp |
80.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN23MK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 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: |
17.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
-0.33 |
Time value: |
0.40 |
Break-even: |
76.75 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
8.01 |
Rho: |
0.10 |
Quote data
Open: |
0.390 |
High: |
0.420 |
Low: |
0.380 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.44% |
1 Month |
|
|
+185.71% |
3 Months |
|
|
-35.48% |
YTD |
|
|
-42.86% |
1 Year |
|
|
-29.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.370 |
1M High / 1M Low: |
0.560 |
0.110 |
6M High / 6M Low: |
0.960 |
0.110 |
High (YTD): |
11/01/2024 |
1.000 |
Low (YTD): |
23/07/2024 |
0.110 |
52W High: |
11/01/2024 |
1.000 |
52W Low: |
23/07/2024 |
0.110 |
Avg. price 1W: |
|
0.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.326 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.486 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.596 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
411.84% |
Volatility 6M: |
|
230.70% |
Volatility 1Y: |
|
180.85% |
Volatility 3Y: |
|
- |