OverviewChartNewsTraderScreen

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

EUWAX
16/07/2024  08:40:11 Chg.-0.030 Bid16:31:57 Ask16:31:57 Underlying Strike price Expiration date Option type
0.080EUR -27.27% 0.110
Bid Size: 54,400		 0.120
Ask Size: 54,400		 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: 65.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.21
Parity: -2.44
Time value: 0.09
Break-even: 85.92
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 1.26
Spread abs.: 0.01
Spread %: 12.20%
Delta: 0.13
Theta: -0.01
Omega: 8.60
Rho: 0.03
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -42.86%
3 Months
  -77.14%
YTD
  -84.91%
1 Year
  -82.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.081
1M High / 1M Low: 0.140 0.074
6M High / 6M Low: 0.720 0.074
High (YTD): 11/01/2024 0.770
Low (YTD): 02/07/2024 0.074
52W High: 11/01/2024 0.770
52W Low: 02/07/2024 0.074
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   167.60%
Volatility 6M:   181.53%
Volatility 1Y:   156.66%
Volatility 3Y:   -