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BNP Paribas Call 80 CNC 20.12.202.../  DE000PN23MK2  /

EUWAX
2024-05-31  1:27:23 PM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.250EUR +8.70% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 80.00 USD 2024-12-20 Call
 

Master data

WKN: PN23MK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 80.00 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: 18.33
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.78
Time value: 0.36
Break-even: 77.34
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.39
Theta: -0.02
Omega: 7.11
Rho: 0.12
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.63%
1 Month
  -37.50%
3 Months
  -71.26%
YTD
  -64.79%
1 Year
  -64.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.230
1M High / 1M Low: 0.650 0.230
6M High / 6M Low: 0.990 0.230
High (YTD): 2024-01-11 0.990
Low (YTD): 2024-05-30 0.230
52W High: 2024-01-11 0.990
52W Low: 2024-05-30 0.230
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.528
Avg. volume 1M:   0.000
Avg. price 6M:   0.709
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   221.95%
Volatility 6M:   137.94%
Volatility 1Y:   131.86%
Volatility 3Y:   -