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BNP Paribas Call 70 CNC 17.01.202.../  DE000PN23MQ9  /

Frankfurt Zert./BNP
2024-05-31  9:50:40 PM Chg.+0.130 Bid9:58:33 PM Ask9:58:33 PM Underlying Strike price Expiration date Option type
0.800EUR +19.40% 0.830
Bid Size: 5,000		 0.840
Ask Size: 5,000		 Centene Corp 70.00 - 2025-01-17 Call
 

Master data

WKN: PN23MQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-05-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -0.40
Time value: 0.84
Break-even: 78.40
Moneyness: 0.94
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.53
Theta: -0.02
Omega: 4.18
Rho: 0.17
 

Quote data

Open: 0.670
High: 0.800
Low: 0.670
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.37%
1 Month
  -22.33%
3 Months
  -43.26%
YTD
  -33.88%
1 Year
  -29.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.670
1M High / 1M Low: 1.290 0.670
6M High / 6M Low: 1.610 0.670
High (YTD): 2024-01-11 1.610
Low (YTD): 2024-05-30 0.670
52W High: 2024-01-11 1.610
52W Low: 2024-05-30 0.670
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   1.105
Avg. volume 1M:   0.000
Avg. price 6M:   1.272
Avg. volume 6M:   0.000
Avg. price 1Y:   1.182
Avg. volume 1Y:   0.000
Volatility 1M:   145.71%
Volatility 6M:   100.16%
Volatility 1Y:   100.11%
Volatility 3Y:   -