BNP Paribas Call 60 CNC 20.12.2024
/ DE000PN5BBN3
BNP Paribas Call 60 CNC 20.12.202.../ DE000PN5BBN3 /
| 12/06/2024 08:22:34 |
Chg.-0.03 |
Bid14:35:59 |
Ask14:35:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-2.38% |
1.24
Bid Size: 5,600 |
1.25
Ask Size: 5,600 |
Centene Corp |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN5BBN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
0.86 |
| Time value: |
0.37 |
| Break-even: |
68.17 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.04 |
| Rho: |
0.20 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
-37.24% |
| 3 Months |
|
|
-40.29% |
| YTD |
|
|
-31.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.24 |
| 1M High / 1M Low: |
1.97 |
1.17 |
| 6M High / 6M Low: |
2.27 |
1.17 |
| High (YTD): |
26/02/2024 |
2.27 |
| Low (YTD): |
30/05/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.39% |
| Volatility 6M: |
|
81.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
