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BNP Paribas Call 75 CNC 20.12.202.../  DE000PN23MJ4  /

EUWAX
2024-06-07  8:39:45 AM Chg.+0.040 Bid3:50:34 PM Ask3:50:34 PM Underlying Strike price Expiration date Option type
0.460EUR +9.52% 0.450
Bid Size: 10,200		 0.460
Ask Size: 10,200		 Centene Corp 75.00 USD 2024-12-20 Call
 

Master data

WKN: PN23MJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.76
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.42
Time value: 0.47
Break-even: 73.56
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.47
Theta: -0.02
Omega: 6.48
Rho: 0.14
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month
  -39.47%
3 Months
  -55.77%
YTD
  -50.00%
1 Year
  -53.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.910 0.380
6M High / 6M Low: 1.260 0.380
High (YTD): 2024-01-11 1.260
Low (YTD): 2024-05-30 0.380
52W High: 2024-01-11 1.260
52W Low: 2024-05-30 0.380
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   0.930
Avg. volume 6M:   0.000
Avg. price 1Y:   0.888
Avg. volume 1Y:   0.000
Volatility 1M:   204.02%
Volatility 6M:   128.72%
Volatility 1Y:   121.49%
Volatility 3Y:   -