OverviewChartNewsTraderScreen

BNP Paribas Call 90 MDT 17.01.202.../  DE000PN3Y092  /

Frankfurt Zert./BNP
13/11/2024  11:20:50 Chg.0.000 Bid13/11/2024 Ask13/11/2024 Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Medtronic PLC 90.00 USD 17/01/2025 Call
 

Master data

WKN: PN3Y09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 17/01/2025
Issue date: 25/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.99
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.16
Time value: 0.26
Break-even: 87.37
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.46
Theta: -0.03
Omega: 14.75
Rho: 0.06
 

Quote data

Open: 0.230
High: 0.250
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.56%
1 Month
  -32.43%
3 Months  
+13.64%
YTD
  -53.70%
1 Year
  -16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.230
1M High / 1M Low: 0.520 0.230
6M High / 6M Low: 0.520 0.089
High (YTD): 12/01/2024 0.750
Low (YTD): 15/07/2024 0.089
52W High: 12/01/2024 0.750
52W Low: 15/07/2024 0.089
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   0.386
Avg. volume 1Y:   0.000
Volatility 1M:   197.68%
Volatility 6M:   232.02%
Volatility 1Y:   182.47%
Volatility 3Y:   -