BNP Paribas Call 60 CNC 17.01.2025
/ DE000PN5BBQ6
BNP Paribas Call 60 CNC 17.01.202.../ DE000PN5BBQ6 /
| 2024-05-31 9:50:41 PM |
Chg.+0.170 |
Bid9:58:43 PM |
Ask9:58:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
+13.60% |
1.460
Bid Size: 5,400 |
1.480
Ask Size: 5,400 |
Centene Corp |
60.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN5BBQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
1.07 |
| Time value: |
0.41 |
| Break-even: |
70.11 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
3.52 |
| Rho: |
0.24 |
Quote data
| Open: |
1.260 |
| High: |
1.420 |
| Low: |
1.250 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.94% |
| 1 Month |
|
|
-16.47% |
| 3 Months |
|
|
-32.06% |
| YTD |
|
|
-21.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.250 |
| 1M High / 1M Low: |
2.020 |
1.250 |
| 6M High / 6M Low: |
2.300 |
1.250 |
| High (YTD): |
2024-02-26 |
2.300 |
| Low (YTD): |
2024-05-30 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.925 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.60% |
| Volatility 6M: |
|
75.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
