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BNP Paribas Call 90 CNC 20.12.202.../  DE000PN23MM8  /

Frankfurt Zert./BNP
9/17/2024  4:35:29 PM Chg.0.000 Bid4:38:53 PM Ask4:38:53 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% 0.090
Bid Size: 49,200		 0.100
Ask Size: 49,200		 Centene Corp 90.00 USD 12/20/2024 Call
 

Master data

WKN: PN23MM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 12/20/2024
Issue date: 5/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -1.21
Time value: 0.10
Break-even: 81.86
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 11.24%
Delta: 0.18
Theta: -0.02
Omega: 12.68
Rho: 0.03
 

Quote data

Open: 0.087
High: 0.100
Low: 0.087
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+119.51%
1 Month
  -40.00%
3 Months  
+23.29%
YTD
  -76.32%
1 Year
  -74.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.041
1M High / 1M Low: 0.170 0.039
6M High / 6M Low: 0.440 0.035
High (YTD): 1/11/2024 0.590
Low (YTD): 7/23/2024 0.035
52W High: 1/11/2024 0.590
52W Low: 7/23/2024 0.035
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.295
Avg. volume 1Y:   0.000
Volatility 1M:   345.84%
Volatility 6M:   296.93%
Volatility 1Y:   227.45%
Volatility 3Y:   -