BNP Paribas Call 80 MDT 17.01.2025
/ DE000PN3Y084
BNP Paribas Call 80 MDT 17.01.202.../ DE000PN3Y084 /
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: |
|
- |