BNP Paribas Call 85 MDT 20.12.202.../  DE000PC2Z383  /

EUWAX
8/15/2024  8:47:35 AM Chg.-0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% -
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: 22.49
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -0.30
Time value: 0.33
Break-even: 80.49
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.45
Theta: -0.02
Omega: 10.19
Rho: 0.11
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month  
+65.00%
3 Months
  -41.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.320
1M High / 1M Low: 0.400 0.170
6M High / 6M Low: 0.780 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.97%
Volatility 6M:   179.53%
Volatility 1Y:   -
Volatility 3Y:   -