BNP Paribas Call 80 CNC 20.12.2024
/ DE000PN23MK2
BNP Paribas Call 80 CNC 20.12.202.../ DE000PN23MK2 /
6/10/2024 8:38:29 AM |
Chg.-0.030 |
Bid10:01:14 AM |
Ask10:01:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-10.34% |
0.260 Bid Size: 10,000 |
0.270 Ask Size: 10,000 |
Centene Corp |
80.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN23MK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 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: |
23.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-0.95 |
Time value: |
0.28 |
Break-even: |
77.02 |
Moneyness: |
0.87 |
Premium: |
0.19 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
7.75 |
Rho: |
0.10 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.71% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-71.11% |
YTD |
|
|
-63.38% |
1 Year |
|
|
-67.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.260 |
1M High / 1M Low: |
0.650 |
0.230 |
6M High / 6M Low: |
0.990 |
0.230 |
High (YTD): |
1/11/2024 |
0.990 |
Low (YTD): |
5/30/2024 |
0.230 |
52W High: |
1/11/2024 |
0.990 |
52W Low: |
5/30/2024 |
0.230 |
Avg. price 1W: |
|
0.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.478 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.688 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.676 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
244.17% |
Volatility 6M: |
|
151.38% |
Volatility 1Y: |
|
138.50% |
Volatility 3Y: |
|
- |