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

EUWAX
2024-07-31  8:28:43 AM Chg.+0.050 Bid6:38:24 PM Ask6:38:24 PM Underlying Strike price Expiration date Option type
0.570EUR +9.62% 0.580
Bid Size: 28,000		 0.590
Ask Size: 28,000		 Medtronic PLC 80.00 USD 2025-01-17 Call
 

Master data

WKN: PN3Y08
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.88
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.07
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 0.07
Time value: 0.51
Break-even: 79.77
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.60
Theta: -0.02
Omega: 7.70
Rho: 0.18
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.91%
1 Month  
+23.91%
3 Months
  -20.83%
YTD
  -42.42%
1 Year
  -61.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.450
1M High / 1M Low: 0.610 0.350
6M High / 6M Low: 1.280 0.350
High (YTD): 2024-01-09 1.290
Low (YTD): 2024-07-16 0.350
52W High: 2023-08-01 1.480
52W Low: 2024-07-16 0.350
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   0.777
Avg. volume 6M:   0.000
Avg. price 1Y:   0.859
Avg. volume 1Y:   0.000
Volatility 1M:   233.37%
Volatility 6M:   134.81%
Volatility 1Y:   114.54%
Volatility 3Y:   -