BNP Paribas Call 85 CNC 20.09.2024
/ DE000PC39S46
BNP Paribas Call 85 CNC 20.09.202.../ DE000PC39S46 /
14/08/2024 21:50:43 |
Chg.+0.002 |
Bid21:58:29 |
Ask21:58:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
+8.00% |
0.028 Bid Size: 20,500 |
0.091 Ask Size: 20,500 |
Centene Corp |
85.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC39S4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
76.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
-0.79 |
Time value: |
0.09 |
Break-even: |
78.21 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
2.24 |
Spread abs.: |
0.07 |
Spread %: |
279.17% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
15.82 |
Rho: |
0.01 |
Quote data
Open: |
0.023 |
High: |
0.030 |
Low: |
0.022 |
Previous Close: |
0.025 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-28.95% |
1 Month |
|
|
+17.39% |
3 Months |
|
|
-85.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.025 |
1M High / 1M Low: |
0.100 |
0.006 |
6M High / 6M Low: |
0.500 |
0.006 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
858.14% |
Volatility 6M: |
|
477.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |