BNP Paribas Call 60 CNC 21.06.2024
/ DE000PN7B125
BNP Paribas Call 60 CNC 21.06.202.../ DE000PN7B125 /
| 5/10/2024 1:41:34 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
60.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PN7B12 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/16/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
2.58 |
| Historic volatility: |
0.23 |
| Parity: |
0.37 |
| Time value: |
1.33 |
| Break-even: |
77.00 |
| Moneyness: |
1.06 |
| Premium: |
0.21 |
| Premium p.a.: |
26.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.66 |
| Theta: |
-0.35 |
| Omega: |
2.47 |
| Rho: |
0.01 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.70 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.87% |
| 3 Months |
|
|
-7.61% |
| YTD |
|
|
+10.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.70 |
1.20 |
| 6M High / 6M Low: |
2.03 |
1.20 |
| High (YTD): |
2/26/2024 |
2.03 |
| Low (YTD): |
5/2/2024 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.53% |
| Volatility 6M: |
|
91.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
