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

EUWAX
06/09/2024  08:32:38 Chg.-0.030 Bid19:19:26 Ask19:19:26 Underlying Strike price Expiration date Option type
0.080EUR -27.27% 0.110
Bid Size: 28,000		 0.120
Ask Size: 28,000		 Medtronic PLC 100.00 USD 20/12/2024 Call
 

Master data

WKN: PN3Y07
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/12/2024
Issue date: 25/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.95
Time value: 0.10
Break-even: 91.00
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.20
Theta: -0.01
Omega: 16.36
Rho: 0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.21%
1 Month  
+25.00%
3 Months  
+37.93%
YTD
  -66.67%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.060
1M High / 1M Low: 0.110 0.031
6M High / 6M Low: 0.210 0.008
High (YTD): 09/01/2024 0.380
Low (YTD): 04/07/2024 0.008
52W High: 09/01/2024 0.380
52W Low: 04/07/2024 0.008
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   346.71%
Volatility 6M:   393.26%
Volatility 1Y:   293.97%
Volatility 3Y:   -