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BNP Paribas Call 90 CNC 20.12.202.../  DE000PN23MM8  /

EUWAX
6/10/2024  8:38:29 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 90.00 USD 12/20/2024 Call
 

Master data

WKN: PN23MM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 90.00 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: 64.77
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -1.87
Time value: 0.10
Break-even: 84.50
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.15
Theta: -0.01
Omega: 10.02
Rho: 0.05
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -67.86%
3 Months
  -81.63%
YTD
  -76.32%
1 Year
  -82.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.089
1M High / 1M Low: 0.280 0.077
6M High / 6M Low: 0.580 0.077
High (YTD): 1/11/2024 0.580
Low (YTD): 5/30/2024 0.077
52W High: 1/11/2024 0.580
52W Low: 5/30/2024 0.077
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.373
Avg. volume 1Y:   0.000
Volatility 1M:   293.77%
Volatility 6M:   185.16%
Volatility 1Y:   163.86%
Volatility 3Y:   -