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BNP Paribas Call 65 CNC 17.01.202.../  DE000PN23MP1  /

Frankfurt Zert./BNP
2024-05-31  9:50:30 PM Chg.+0.150 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
1.090EUR +15.96% 1.130
Bid Size: 5,600		 1.140
Ask Size: 5,600		 Centene Corp 65.00 USD 2025-01-17 Call
 

Master data

WKN: PN23MP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.61
Implied volatility: 0.36
Historic volatility: 0.23
Parity: 0.61
Time value: 0.53
Break-even: 71.32
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.71
Theta: -0.02
Omega: 4.13
Rho: 0.22
 

Quote data

Open: 0.940
High: 1.090
Low: 0.930
Previous Close: 0.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.15%
1 Month
  -19.26%
3 Months
  -36.99%
YTD
  -27.33%
1 Year
  -19.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 0.940
1M High / 1M Low: 1.640 0.940
6M High / 6M Low: 1.930 0.940
High (YTD): 2024-02-26 1.930
Low (YTD): 2024-05-30 0.940
52W High: 2024-02-26 1.930
52W Low: 2023-09-04 0.880
Avg. price 1W:   1.120
Avg. volume 1W:   0.000
Avg. price 1M:   1.430
Avg. volume 1M:   0.000
Avg. price 6M:   1.582
Avg. volume 6M:   0.000
Avg. price 1Y:   1.460
Avg. volume 1Y:   0.000
Volatility 1M:   121.90%
Volatility 6M:   86.29%
Volatility 1Y:   88.22%
Volatility 3Y:   -