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BNP Paribas Call 80 MDT 20.12.202.../  DE000PN3Y050  /

Frankfurt Zert./BNP
2024-06-07  9:50:28 PM Chg.+0.100 Bid9:58:43 PM Ask9:58:43 PM Underlying Strike price Expiration date Option type
0.740EUR +15.63% 0.750
Bid Size: 4,000		 0.760
Ask Size: 4,000		 Medtronic PLC 80.00 USD 2024-12-20 Call
 

Master data

WKN: PN3Y05
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 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: 10.24
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.38
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.38
Time value: 0.38
Break-even: 81.66
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.70
Theta: -0.02
Omega: 7.21
Rho: 0.25
 

Quote data

Open: 0.640
High: 0.760
Low: 0.620
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month  
+5.71%
3 Months
  -24.49%
YTD
  -22.11%
1 Year
  -39.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.640
1M High / 1M Low: 0.930 0.560
6M High / 6M Low: 1.250 0.560
High (YTD): 2024-02-02 1.250
Low (YTD): 2024-05-30 0.560
52W High: 2023-07-26 1.600
52W Low: 2023-11-09 0.460
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.731
Avg. volume 1M:   0.000
Avg. price 6M:   0.906
Avg. volume 6M:   0.000
Avg. price 1Y:   0.970
Avg. volume 1Y:   0.000
Volatility 1M:   154.15%
Volatility 6M:   100.65%
Volatility 1Y:   94.02%
Volatility 3Y:   -