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BNP Paribas Call 80 CNC 17.01.202.../  DE000PN23MS5  /

Frankfurt Zert./BNP
2024-05-31  9:50:30 PM Chg.+0.080 Bid9:58:43 PM Ask9:58:43 PM Underlying Strike price Expiration date Option type
0.380EUR +26.67% 0.400
Bid Size: 7,500		 0.410
Ask Size: 7,318		 Centene Corp 80.00 USD 2025-01-17 Call
 

Master data

WKN: PN23MS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.10
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.78
Time value: 0.41
Break-even: 77.84
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.41
Theta: -0.02
Omega: 6.54
Rho: 0.14
 

Quote data

Open: 0.300
High: 0.380
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -29.63%
3 Months
  -56.32%
YTD
  -48.65%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.300
1M High / 1M Low: 0.710 0.300
6M High / 6M Low: 1.050 0.300
High (YTD): 2024-01-11 1.050
Low (YTD): 2024-05-30 0.300
52W High: 2024-01-11 1.050
52W Low: 2024-05-30 0.300
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   0.756
Avg. volume 6M:   0.000
Avg. price 1Y:   0.727
Avg. volume 1Y:   0.000
Volatility 1M:   194.57%
Volatility 6M:   128.36%
Volatility 1Y:   122.96%
Volatility 3Y:   -