BNP Paribas Call 85 MDT 20.12.2024
/ DE000PC2Z383
BNP Paribas Call 85 MDT 20.12.202.../ DE000PC2Z383 /
7/16/2024 8:46:49 AM |
Chg.-0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-15.00% |
- Bid Size: - |
- Ask Size: - |
Medtronic PLC |
85.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC2Z38 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/5/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.73 |
Time value: |
0.18 |
Break-even: |
79.79 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
11.95 |
Rho: |
0.08 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-51.43% |
3 Months |
|
|
-62.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.170 |
1M High / 1M Low: |
0.340 |
0.170 |
6M High / 6M Low: |
0.960 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.551 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.05% |
Volatility 6M: |
|
131.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |