OverviewChartNewsTraderScreen

BNP Paribas Call 95 CNC 20.12.202.../  DE000PN23MN6  /

Frankfurt Zert./BNP
8/14/2024  9:50:31 PM Chg.+0.001 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.070EUR +1.45% 0.073
Bid Size: 29,800		 0.091
Ask Size: 29,800		 Centene Corp 95.00 USD 12/20/2024 Call
 

Master data

WKN: PN23MN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 95.00 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: 76.30
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -1.70
Time value: 0.09
Break-even: 87.31
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.92
Spread abs.: 0.02
Spread %: 30.00%
Delta: 0.15
Theta: -0.01
Omega: 11.45
Rho: 0.03
 

Quote data

Open: 0.069
High: 0.077
Low: 0.068
Previous Close: 0.069
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+112.12%
3 Months
  -56.25%
YTD
  -75.00%
1 Year
  -73.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.069
1M High / 1M Low: 0.150 0.022
6M High / 6M Low: 0.380 0.021
High (YTD): 1/11/2024 0.430
Low (YTD): 7/3/2024 0.021
52W High: 1/11/2024 0.430
52W Low: 7/3/2024 0.021
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.073
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   493.40%
Volatility 6M:   282.39%
Volatility 1Y:   220.96%
Volatility 3Y:   -