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BNP Paribas Call 100 MDT 20.12.20.../  DE000PN3Y076  /

Frankfurt Zert./BNP
2024-06-07  8:21:07 PM Chg.+0.017 Bid8:35:30 PM Ask8:35:30 PM Underlying Strike price Expiration date Option type
0.073EUR +30.36% 0.073
Bid Size: 14,000		 0.091
Ask Size: 14,000		 Medtronic PLC 100.00 USD 2024-12-20 Call
 

Master data

WKN: PN3Y07
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.07
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -1.62
Time value: 0.09
Break-even: 92.72
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 62.50%
Delta: 0.16
Theta: -0.01
Omega: 12.88
Rho: 0.06
 

Quote data

Open: 0.056
High: 0.079
Low: 0.052
Previous Close: 0.056
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+43.14%
1 Month
  -16.09%
3 Months
  -61.58%
YTD
  -69.58%
1 Year
  -84.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.051
1M High / 1M Low: 0.130 0.047
6M High / 6M Low: 0.370 0.047
High (YTD): 2024-01-10 0.370
Low (YTD): 2024-05-30 0.047
52W High: 2023-06-19 0.690
52W Low: 2024-05-30 0.047
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.181
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   267.98%
Volatility 6M:   187.72%
Volatility 1Y:   154.37%
Volatility 3Y:   -