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BNP Paribas Call 90 MDT 20.12.202.../  DE000PN3Y068  /

Frankfurt Zert./BNP
2024-06-07  9:50:39 PM Chg.+0.060 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.280EUR +27.27% 0.280
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Medtronic PLC 90.00 USD 2024-12-20 Call
 

Master data

WKN: PN3Y06
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 90.00 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: 26.84
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.55
Time value: 0.29
Break-even: 86.22
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.40
Theta: -0.01
Omega: 10.62
Rho: 0.15
 

Quote data

Open: 0.220
High: 0.290
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+3.70%
3 Months
  -41.67%
YTD
  -45.10%
1 Year
  -64.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.410 0.190
6M High / 6M Low: 0.720 0.190
High (YTD): 2024-01-10 0.720
Low (YTD): 2024-05-30 0.190
52W High: 2023-06-19 1.090
52W Low: 2024-05-30 0.190
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   0.536
Avg. volume 1Y:   0.000
Volatility 1M:   228.25%
Volatility 6M:   144.90%
Volatility 1Y:   125.83%
Volatility 3Y:   -