BNP Paribas Call 85 CNC 20.12.2024
/ DE000PN23ML0
BNP Paribas Call 85 CNC 20.12.202.../ DE000PN23ML0 /
9/17/2024 9:50:33 PM |
Chg.-0.030 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-16.67% |
0.150 Bid Size: 18,300 |
0.160 Ask Size: 18,300 |
Centene Corp |
85.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN23ML |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.23 |
Parity: |
-1.62 |
Time value: |
0.19 |
Break-even: |
86.90 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
1.48 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
0.23 |
Theta: |
-0.03 |
Omega: |
8.23 |
Rho: |
0.04 |
Quote data
Open: |
0.170 |
High: |
0.190 |
Low: |
0.150 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+89.87% |
1 Month |
|
|
-44.44% |
3 Months |
|
|
+15.38% |
YTD |
|
|
-71.15% |
1 Year |
|
|
-68.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.079 |
1M High / 1M Low: |
0.310 |
0.075 |
6M High / 6M Low: |
0.620 |
0.060 |
High (YTD): |
1/11/2024 |
0.770 |
Low (YTD): |
7/23/2024 |
0.060 |
52W High: |
1/11/2024 |
0.770 |
52W Low: |
7/23/2024 |
0.060 |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.257 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.418 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
333.64% |
Volatility 6M: |
|
280.14% |
Volatility 1Y: |
|
213.55% |
Volatility 3Y: |
|
- |