BNP Paribas Call 75 MDT 20.09.202.../  DE000PC8HM65  /

EUWAX
09/08/2024  08:39:21 Chg.+0.070 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.770EUR +10.00% -
Bid Size: -
-
Ask Size: -
Medtronic PLC 75.00 USD 20/09/2024 Call
 

Master data

WKN: PC8HM6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 20/09/2024
Issue date: 17/04/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.53
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.66
Implied volatility: 0.35
Historic volatility: 0.17
Parity: 0.66
Time value: 0.13
Break-even: 76.61
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.81
Theta: -0.03
Omega: 7.69
Rho: 0.06
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.19%
1 Month  
+83.33%
3 Months
  -8.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.620
1M High / 1M Low: 0.720 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -