OverviewChartNewsTraderScreen

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

EUWAX
11/06/2024  08:39:40 Chg.0.000 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 80.00 USD 20/12/2024 Call
 

Master data

WKN: PN23MK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/12/2024
Issue date: 10/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.03
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.94
Time value: 0.27
Break-even: 77.03
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.33
Theta: -0.01
Omega: 7.95
Rho: 0.10
 

Quote data

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

Performance

1 Week
  -16.13%
1 Month
  -60.00%
3 Months
  -68.67%
YTD
  -63.38%
1 Year
  -67.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.640 0.230
6M High / 6M Low: 0.990 0.230
High (YTD): 11/01/2024 0.990
Low (YTD): 30/05/2024 0.230
52W High: 11/01/2024 0.990
52W Low: 30/05/2024 0.230
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   0.675
Avg. volume 1Y:   0.000
Volatility 1M:   245.55%
Volatility 6M:   151.43%
Volatility 1Y:   138.61%
Volatility 3Y:   -