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BNP Paribas Call 80 MDT 17.01.202.../  DE000PN3Y084  /

Frankfurt Zert./BNP
06/09/2024  21:50:26 Chg.+0.050 Bid21:59:47 Ask21:59:47 Underlying Strike price Expiration date Option type
1.080EUR +4.85% 1.080
Bid Size: 17,000		 1.090
Ask Size: 17,000		 Medtronic PLC 80.00 USD 17/01/2025 Call
 

Master data

WKN: PN3Y08
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 17/01/2025
Issue date: 25/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.85
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.85
Time value: 0.19
Break-even: 82.40
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.83
Theta: -0.02
Omega: 6.46
Rho: 0.21
 

Quote data

Open: 1.010
High: 1.090
Low: 0.970
Previous Close: 1.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.89%
1 Month  
+68.75%
3 Months  
+40.26%
YTD  
+10.20%
1 Year  
+11.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 0.920
1M High / 1M Low: 1.160 0.570
6M High / 6M Low: 1.160 0.350
High (YTD): 02/02/2024 1.270
Low (YTD): 15/07/2024 0.350
52W High: 02/02/2024 1.270
52W Low: 15/07/2024 0.350
Avg. price 1W:   1.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   0.000
Avg. price 1Y:   0.813
Avg. volume 1Y:   0.000
Volatility 1M:   138.23%
Volatility 6M:   143.20%
Volatility 1Y:   118.55%
Volatility 3Y:   -