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BNP Paribas Call 85 CNC 20.12.202.../  DE000PN23ML0  /

EUWAX
17/09/2024  08:39:30 Chg.+0.030 Bid20:06:09 Ask20:06:09 Underlying Strike price Expiration date Option type
0.170EUR +21.43% 0.150
Bid Size: 32,800		 0.160
Ask Size: 32,800		 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: 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: 0.170
Low: 0.170
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+136.11%
1 Month
  -39.29%
3 Months  
+21.43%
YTD
  -67.92%
1 Year
  -63.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.072
1M High / 1M Low: 0.300 0.070
6M High / 6M Low: 0.630 0.055
High (YTD): 11/01/2024 0.770
Low (YTD): 24/07/2024 0.055
52W High: 11/01/2024 0.770
52W Low: 24/07/2024 0.055
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.258
Avg. volume 6M:   0.000
Avg. price 1Y:   0.419
Avg. volume 1Y:   0.000
Volatility 1M:   343.06%
Volatility 6M:   319.41%
Volatility 1Y:   238.39%
Volatility 3Y:   -