BNP Paribas Call 65 CNC 20.12.2024
/ DE000PN23MG0
BNP Paribas Call 65 CNC 20.12.202.../ DE000PN23MG0 /
| 2024-05-17 8:40:00 AM |
Chg.-0.08 |
Bid11:09:37 AM |
Ask11:09:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-5.13% |
1.49
Bid Size: 4,900 |
1.51
Ask Size: 4,900 |
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: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
0.60 |
| Time value: |
0.90 |
| Break-even: |
80.00 |
| Moneyness: |
1.09 |
| Premium: |
0.13 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.35% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.23 |
| Rho: |
0.20 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.73% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
-14.94% |
| YTD |
|
|
+0.68% |
| 1 Year |
|
|
+10.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.48 |
| 1M High / 1M Low: |
1.57 |
1.17 |
| 6M High / 6M Low: |
1.88 |
1.17 |
| High (YTD): |
2024-02-28 |
1.88 |
| Low (YTD): |
2024-05-02 |
1.17 |
| 52W High: |
2024-02-28 |
1.88 |
| 52W Low: |
2023-09-04 |
0.84 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.78% |
| Volatility 6M: |
|
82.40% |
| Volatility 1Y: |
|
88.08% |
| Volatility 3Y: |
|
- |
