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BNP Paribas Call 75 CNC 20.12.202.../  DE000PN23MJ4  /

EUWAX
2024-05-17  8:40:00 AM Chg.-0.060 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.840EUR -6.67% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 75.00 USD 2024-12-20 Call
 

Master data

WKN: PN23MJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 75.00 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: 7.98
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.28
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 0.28
Time value: 0.62
Break-even: 78.01
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.65
Theta: -0.02
Omega: 5.18
Rho: 0.22
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+12.00%
3 Months
  -27.59%
YTD
  -8.70%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.830
1M High / 1M Low: 0.910 0.600
6M High / 6M Low: 1.260 0.600
High (YTD): 2024-01-11 1.260
Low (YTD): 2024-05-02 0.600
52W High: 2024-01-11 1.260
52W Low: 2023-09-04 0.490
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   0.967
Avg. volume 6M:   0.000
Avg. price 1Y:   0.898
Avg. volume 1Y:   0.000
Volatility 1M:   146.77%
Volatility 6M:   110.57%
Volatility 1Y:   110.90%
Volatility 3Y:   -