BNP Paribas Call 80 CNC 20.12.2024
/ DE000PN23MK2
BNP Paribas Call 80 CNC 20.12.202.../ DE000PN23MK2 /
9/17/2024 8:39:30 AM |
Chg.+0.050 |
Bid5:25:03 PM |
Ask5:25:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+18.52% |
0.300 Bid Size: 21,000 |
0.310 Ask Size: 21,000 |
Centene Corp |
80.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN23MK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.23 |
Parity: |
-0.31 |
Time value: |
0.33 |
Break-even: |
75.18 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
0.44 |
Theta: |
-0.03 |
Omega: |
9.25 |
Rho: |
0.07 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+113.33% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
+33.33% |
YTD |
|
|
-54.93% |
1 Year |
|
|
-48.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.150 |
1M High / 1M Low: |
0.510 |
0.150 |
6M High / 6M Low: |
0.850 |
0.100 |
High (YTD): |
1/11/2024 |
0.990 |
Low (YTD): |
7/24/2024 |
0.100 |
52W High: |
1/11/2024 |
0.990 |
52W Low: |
7/24/2024 |
0.100 |
Avg. price 1W: |
|
0.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.401 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.583 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
303.76% |
Volatility 6M: |
|
271.77% |
Volatility 1Y: |
|
204.51% |
Volatility 3Y: |
|
- |