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BNP Paribas Call 95 CNC 20.12.202.../  DE000PN23MN6  /

EUWAX
6/14/2024  8:39:44 AM Chg.+0.008 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.047EUR +20.51% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 95.00 USD 12/20/2024 Call
 

Master data

WKN: PN23MN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 95.00 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: 70.76
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -2.44
Time value: 0.09
Break-even: 89.66
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.90
Spread abs.: 0.04
Spread %: 78.43%
Delta: 0.13
Theta: -0.01
Omega: 9.15
Rho: 0.04
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.34%
1 Month
  -68.67%
3 Months
  -81.20%
YTD
  -83.21%
1 Year
  -86.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.039
1M High / 1M Low: 0.170 0.039
6M High / 6M Low: 0.430 0.039
High (YTD): 1/11/2024 0.430
Low (YTD): 6/13/2024 0.039
52W High: 1/11/2024 0.430
52W Low: 6/13/2024 0.039
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   0.267
Avg. volume 1Y:   0.000
Volatility 1M:   310.59%
Volatility 6M:   202.08%
Volatility 1Y:   176.05%
Volatility 3Y:   -