BNP Paribas Call 100 MDT 20.12.2024
/ DE000PN3Y076
BNP Paribas Call 100 MDT 20.12.20.../ DE000PN3Y076 /
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: |
|
- |