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

EUWAX
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:   -