BNP Paribas Call 95 CNC 20.12.2024
/ DE000PN23MN6
BNP Paribas Call 95 CNC 20.12.202.../ DE000PN23MN6 /
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: |
|
- |