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BNP Paribas Call 90 CNC 20.12.202.../  DE000PN23MM8  /

EUWAX
2024-05-17  8:40:00 AM Chg.-0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.250EUR -7.41% -
Bid Size: -		 -
Ask Size: -		 Centene Corp 90.00 USD 2024-12-20 Call
 

Master data

WKN: PN23MM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 90.00 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: 25.65
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -1.10
Time value: 0.28
Break-even: 85.61
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.32
Theta: -0.01
Omega: 8.20
Rho: 0.12
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month     0.00%
3 Months
  -48.98%
YTD
  -34.21%
1 Year
  -43.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: 0.580 0.160
High (YTD): 2024-01-11 0.580
Low (YTD): 2024-05-02 0.160
52W High: 2024-01-11 0.580
52W Low: 2024-05-02 0.160
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   208.09%
Volatility 6M:   157.18%
Volatility 1Y:   145.76%
Volatility 3Y:   -