BNP Paribas Call 85 CNC 20.12.2024
/ DE000PN23ML0
BNP Paribas Call 85 CNC 20.12.202.../ DE000PN23ML0 /
14/08/2024 21:50:24 |
Chg.0.000 |
Bid21:58:27 |
Ask21:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
85.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PN23ML |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.23 |
Parity: |
-1.56 |
Time value: |
0.24 |
Break-even: |
87.40 |
Moneyness: |
0.82 |
Premium: |
0.26 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
0.26 |
Theta: |
-0.02 |
Omega: |
7.53 |
Rho: |
0.05 |
Quote data
Open: |
0.230 |
High: |
0.250 |
Low: |
0.220 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-8.00% |
1 Month |
|
|
+173.81% |
3 Months |
|
|
-45.24% |
YTD |
|
|
-55.77% |
1 Year |
|
|
-47.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.220 |
1M High / 1M Low: |
0.370 |
0.060 |
6M High / 6M Low: |
0.720 |
0.060 |
High (YTD): |
11/01/2024 |
0.770 |
Low (YTD): |
23/07/2024 |
0.060 |
52W High: |
11/01/2024 |
0.770 |
52W Low: |
23/07/2024 |
0.060 |
Avg. price 1W: |
|
0.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.201 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.332 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.434 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
453.43% |
Volatility 6M: |
|
251.47% |
Volatility 1Y: |
|
197.73% |
Volatility 3Y: |
|
- |