BNP Paribas Call 80 MDT 20.12.2024
/ DE000PN3Y050
BNP Paribas Call 80 MDT 20.12.202.../ DE000PN3Y050 /
| 10/16/2024 8:32:47 AM |
Chg.-0.03 |
Bid9:22:24 AM |
Ask9:22:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-2.88% |
1.03
Bid Size: 8,000 |
1.08
Ask Size: 8,000 |
Medtronic PLC |
80.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN3Y05 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.90 |
| Time value: |
0.12 |
| Break-even: |
83.71 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
6.97 |
| Rho: |
0.11 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.22% |
| 1 Month |
|
|
-0.98% |
| 3 Months |
|
|
+206.06% |
| YTD |
|
|
+5.21% |
| 1 Year |
|
|
+74.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.90 |
| 1M High / 1M Low: |
1.05 |
0.83 |
| 6M High / 6M Low: |
1.11 |
0.33 |
| High (YTD): |
1/9/2024 |
1.26 |
| Low (YTD): |
7/16/2024 |
0.33 |
| 52W High: |
1/9/2024 |
1.26 |
| 52W Low: |
7/16/2024 |
0.33 |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.61% |
| Volatility 6M: |
|
152.56% |
| Volatility 1Y: |
|
124.21% |
| Volatility 3Y: |
|
- |
