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BNP Paribas Call 70 CNC 20.12.202.../  DE000PN23MH8  /

EUWAX
10/06/2024  08:38:29 Chg.-0.040 Bid10:05:11 Ask10:05:11 Underlying Strike price Expiration date Option type
0.650EUR -5.80% 0.640
Bid Size: 5,300		 0.650
Ask Size: 5,300		 Centene Corp 70.00 USD 20/12/2024 Call
 

Master data

WKN: PN23MH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 70.00 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: 9.81
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.02
Time value: 0.66
Break-even: 71.54
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.58
Theta: -0.02
Omega: 5.64
Rho: 0.16
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -47.15%
3 Months
  -56.08%
YTD
  -44.92%
1 Year
  -46.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.630
1M High / 1M Low: 1.230 0.580
6M High / 6M Low: 1.550 0.580
High (YTD): 11/01/2024 1.550
Low (YTD): 30/05/2024 0.580
52W High: 11/01/2024 1.550
52W Low: 30/05/2024 0.580
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.979
Avg. volume 1M:   0.000
Avg. price 6M:   1.205
Avg. volume 6M:   0.000
Avg. price 1Y:   1.133
Avg. volume 1Y:   0.000
Volatility 1M:   181.06%
Volatility 6M:   112.56%
Volatility 1Y:   108.13%
Volatility 3Y:   -