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BNP Paribas Call 80 CNC 20.12.202.../  DE000PN23MK2  /

EUWAX
2024-09-20  8:39:40 AM Chg.-0.070 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.260EUR -21.21% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 80.00 USD 2024-12-20 Call
 

Master data

WKN: PN23MK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 80.00 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: 24.20
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.39
Time value: 0.28
Break-even: 74.49
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.41
Theta: -0.02
Omega: 9.87
Rho: 0.06
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.91%
3 Months  
+44.44%
YTD
  -63.38%
1 Year
  -58.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.260
1M High / 1M Low: 0.510 0.150
6M High / 6M Low: 0.850 0.100
High (YTD): 2024-01-11 0.990
Low (YTD): 2024-07-24 0.100
52W High: 2024-01-11 0.990
52W Low: 2024-07-24 0.100
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.580
Avg. volume 1Y:   0.000
Volatility 1M:   304.86%
Volatility 6M:   272.75%
Volatility 1Y:   205.92%
Volatility 3Y:   -