BNP Paribas Call 90 CNC 20.12.2024
/ DE000PN23MM8
BNP Paribas Call 90 CNC 20.12.202.../ DE000PN23MM8 /
14/08/2024 08:40:47 |
Chg.+0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
90.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN23MM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-1.24 |
Time value: |
0.14 |
Break-even: |
83.25 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
10.82 |
Rho: |
0.05 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
+103.13% |
3 Months |
|
|
-45.83% |
YTD |
|
|
-65.79% |
1 Year |
|
|
-61.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.120 |
1M High / 1M Low: |
0.260 |
0.033 |
6M High / 6M Low: |
0.520 |
0.033 |
High (YTD): |
11/01/2024 |
0.580 |
Low (YTD): |
24/07/2024 |
0.033 |
52W High: |
11/01/2024 |
0.580 |
52W Low: |
24/07/2024 |
0.033 |
Avg. price 1W: |
|
0.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.224 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.312 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
560.74% |
Volatility 6M: |
|
298.11% |
Volatility 1Y: |
|
228.55% |
Volatility 3Y: |
|
- |