BNP Paribas Call 100 MDT 19.12.20.../  DE000PC2Z4A9  /

EUWAX
17/05/2024  08:48:50 Chg.+0.040 Bid22:00:09 Ask22:00:09 Underlying Strike price Expiration date Option type
0.540EUR +8.00% -
Bid Size: -
-
Ask Size: -
Medtronic PLC 100.00 USD 19/12/2025 Call
 

Master data

WKN: PC2Z4A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 19/12/2025
Issue date: 05/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.33
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.32
Time value: 0.55
Break-even: 97.51
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.41
Theta: -0.01
Omega: 5.95
Rho: 0.43
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.39%
1 Month  
+28.57%
3 Months
  -5.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.440
1M High / 1M Low: 0.500 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -