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BNP Paribas Call 80 MDT 21.06.202.../  DE000PN3Y0Z1  /

Frankfurt Zert./BNP
2024-06-17  9:50:32 PM Chg.-0.079 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.051EUR -60.77% 0.060
Bid Size: 10,000		 0.091
Ask Size: 10,000		 Medtronic PLC 80.00 USD 2024-06-21 Call
 

Master data

WKN: PN3Y0Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.48
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.10
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.10
Time value: 0.05
Break-even: 76.25
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.67
Theta: -0.11
Omega: 34.05
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.140
Low: 0.046
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -84.06%
1 Month
  -91.77%
3 Months
  -90.73%
YTD
  -92.39%
1 Year
  -96.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.130
1M High / 1M Low: 0.620 0.130
6M High / 6M Low: 1.000 0.130
High (YTD): 2024-02-02 1.000
Low (YTD): 2024-06-14 0.130
52W High: 2023-06-19 1.410
52W Low: 2024-06-14 0.130
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   0.678
Avg. volume 1Y:   0.000
Volatility 1M:   394.90%
Volatility 6M:   202.00%
Volatility 1Y:   167.69%
Volatility 3Y:   -