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BNP Paribas Call 80 CNC 20.12.202.../  DE000PN23MK2  /

Frankfurt Zert./BNP
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:   -