BNP Paribas Call 90 MDT 17.01.2025
/ DE000PN3Y092
BNP Paribas Call 90 MDT 17.01.202.../ DE000PN3Y092 /
2024-09-06 9:50:24 PM |
Chg.+0.040 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+9.30% |
0.460 Bid Size: 10,000 |
0.470 Ask Size: 10,000 |
Medtronic PLC |
90.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PN3Y09 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 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: |
18.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-0.05 |
Time value: |
0.44 |
Break-even: |
85.40 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
9.95 |
Rho: |
0.14 |
Quote data
Open: |
0.410 |
High: |
0.470 |
Low: |
0.390 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+34.29% |
1 Month |
|
|
+113.64% |
3 Months |
|
|
+88.00% |
YTD |
|
|
-12.96% |
1 Year |
|
|
-24.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.340 |
1M High / 1M Low: |
0.520 |
0.180 |
6M High / 6M Low: |
0.580 |
0.089 |
High (YTD): |
2024-01-12 |
0.750 |
Low (YTD): |
2024-07-15 |
0.089 |
52W High: |
2024-01-12 |
0.750 |
52W Low: |
2024-07-15 |
0.089 |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.295 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.397 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
231.35% |
Volatility 6M: |
|
223.00% |
Volatility 1Y: |
|
174.04% |
Volatility 3Y: |
|
- |