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BNP Paribas Call 85 CNC 17.01.202.../  DE000PN23MT3  /

Frankfurt Zert./BNP
2024-05-31  9:50:30 PM Chg.+0.050 Bid9:58:36 PM Ask9:58:36 PM Underlying Strike price Expiration date Option type
0.240EUR +26.32% 0.260
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Centene Corp 85.00 USD 2025-01-17 Call
 

Master data

WKN: PN23MT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 85.00 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: 24.44
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -1.24
Time value: 0.27
Break-even: 81.05
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.31
Theta: -0.01
Omega: 7.47
Rho: 0.11
 

Quote data

Open: 0.190
High: 0.240
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -33.33%
3 Months
  -63.08%
YTD
  -57.14%
1 Year
  -60.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.190
1M High / 1M Low: 0.490 0.190
6M High / 6M Low: 0.820 0.190
High (YTD): 2024-01-11 0.820
Low (YTD): 2024-05-30 0.190
52W High: 2024-01-11 0.820
52W Low: 2024-05-30 0.190
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   101.274
Avg. price 1Y:   0.551
Avg. volume 1Y:   49.247
Volatility 1M:   205.59%
Volatility 6M:   139.67%
Volatility 1Y:   132.39%
Volatility 3Y:   -