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BNP Paribas Call 65 CNC 20.12.202.../  DE000PN23MG0  /

EUWAX
2024-05-31  1:27:23 PM Chg.+0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.880EUR +3.53% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 65.00 - 2024-12-20 Call
 

Master data

WKN: PN23MG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-05-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.11
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.10
Implied volatility: 0.50
Historic volatility: 0.23
Parity: 0.10
Time value: 0.98
Break-even: 75.80
Moneyness: 1.02
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.61
Theta: -0.03
Omega: 3.74
Rho: 0.16
 

Quote data

Open: 0.890
High: 0.890
Low: 0.880
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.72%
1 Month
  -31.78%
3 Months
  -50.00%
YTD
  -40.14%
1 Year
  -26.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 0.850
1M High / 1M Low: 1.580 0.850
6M High / 6M Low: 1.880 0.850
High (YTD): 2024-02-28 1.880
Low (YTD): 2024-05-30 0.850
52W High: 2024-02-28 1.880
52W Low: 2023-09-04 0.840
Avg. price 1W:   1.102
Avg. volume 1W:   0.000
Avg. price 1M:   1.388
Avg. volume 1M:   0.000
Avg. price 6M:   1.545
Avg. volume 6M:   0.000
Avg. price 1Y:   1.422
Avg. volume 1Y:   0.000
Volatility 1M:   137.29%
Volatility 6M:   88.50%
Volatility 1Y:   92.70%
Volatility 3Y:   -