BNP Paribas Call 70 CNC 20.12.2024
/ DE000PN23MH8
BNP Paribas Call 70 CNC 20.12.202.../ DE000PN23MH8 /
| 2024-05-17 8:40:00 AM |
Chg.-0.07 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-5.79% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN23MH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
0.74 |
| Time value: |
0.48 |
| Break-even: |
76.60 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
4.35 |
| Rho: |
0.24 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
+12.87% |
| 3 Months |
|
|
-21.92% |
| YTD |
|
|
-3.39% |
| 1 Year |
|
|
+10.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.14 |
| 1M High / 1M Low: |
1.23 |
0.86 |
| 6M High / 6M Low: |
1.55 |
0.86 |
| High (YTD): |
2024-01-11 |
1.55 |
| Low (YTD): |
2024-05-02 |
0.86 |
| 52W High: |
2024-01-11 |
1.55 |
| 52W Low: |
2023-09-04 |
0.65 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
120.67% |
| Volatility 6M: |
|
95.78% |
| Volatility 1Y: |
|
98.81% |
| Volatility 3Y: |
|
- |
