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BNP Paribas Call 85 MDT 21.06.202.../  DE000PN3Y001  /

Frankfurt Zert./BNP
2024-06-07  9:50:28 PM Chg.+0.036 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.066EUR +120.00% 0.073
Bid Size: 10,000		 0.091
Ask Size: 10,000		 Medtronic PLC 85.00 USD 2024-06-21 Call
 

Master data

WKN: PN3Y00
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 85.00 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: 85.53
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.09
Time value: 0.09
Break-even: 79.60
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.88
Spread abs.: 0.02
Spread %: 24.66%
Delta: 0.41
Theta: -0.05
Omega: 35.28
Rho: 0.01
 

Quote data

Open: 0.026
High: 0.080
Low: 0.019
Previous Close: 0.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+230.00%
1 Month
  -49.23%
3 Months
  -83.08%
YTD
  -83.90%
1 Year
  -91.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.030
1M High / 1M Low: 0.280 0.017
6M High / 6M Low: 0.660 0.017
High (YTD): 2024-02-02 0.660
Low (YTD): 2024-05-30 0.017
52W High: 2023-06-19 1.110
52W Low: 2024-05-30 0.017
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.455
Avg. volume 1Y:   0.000
Volatility 1M:   721.16%
Volatility 6M:   344.05%
Volatility 1Y:   260.40%
Volatility 3Y:   -