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

EUWAX
6/11/2024  8:39:40 AM Chg.0.000 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.650EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 70.00 USD 12/20/2024 Call
 

Master data

WKN: PN23MH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/20/2024
Issue date: 5/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.83
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -0.01
Time value: 0.66
Break-even: 71.64
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: 5.66
Rho: 0.16
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.96%
1 Month
  -47.15%
3 Months
  -52.55%
YTD
  -44.92%
1 Year
  -46.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.630
1M High / 1M Low: 1.230 0.580
6M High / 6M Low: 1.550 0.580
High (YTD): 1/11/2024 1.550
Low (YTD): 5/30/2024 0.580
52W High: 1/11/2024 1.550
52W Low: 5/30/2024 0.580
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.951
Avg. volume 1M:   0.000
Avg. price 6M:   1.201
Avg. volume 6M:   0.000
Avg. price 1Y:   1.131
Avg. volume 1Y:   0.000
Volatility 1M:   181.41%
Volatility 6M:   112.39%
Volatility 1Y:   108.07%
Volatility 3Y:   -