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BNP Paribas Call 65 CNC 20.12.202.../  DE000PN23MG0  /

EUWAX
2024-06-07  8:39:45 AM Chg.+0.070 Bid10:05:22 AM Ask10:05:22 AM Underlying Strike price Expiration date Option type
0.980EUR +7.69% 0.970
Bid Size: 6,000		 0.980
Ask Size: 6,000		 Centene Corp 65.00 - 2024-12-20 Call
 

Master data

WKN: PN23MG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-05-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.53
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.23
Parity: -0.03
Time value: 0.99
Break-even: 74.90
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.59
Theta: -0.03
Omega: 3.85
Rho: 0.15
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.36%
1 Month
  -28.99%
3 Months
  -40.61%
YTD
  -33.33%
1 Year
  -31.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.880
1M High / 1M Low: 1.580 0.850
6M High / 6M Low: 1.880 0.850
High (YTD): 2024-02-28 1.880
Low (YTD): 2024-05-30 0.850
52W High: 2024-02-28 1.880
52W Low: 2023-09-04 0.840
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   1.330
Avg. volume 1M:   0.000
Avg. price 6M:   1.526
Avg. volume 6M:   0.000
Avg. price 1Y:   1.417
Avg. volume 1Y:   0.000
Volatility 1M:   148.19%
Volatility 6M:   94.72%
Volatility 1Y:   94.82%
Volatility 3Y:   -