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BNP Paribas Call 90 MDT 20.12.202.../  DE000PN3Y068  /

Frankfurt Zert./BNP
18/10/2024  21:50:31 Chg.+0.130 Bid18/10/2024 Ask18/10/2024 Underlying Strike price Expiration date Option type
0.470EUR +38.24% 0.470
Bid Size: 8,000		 0.480
Ask Size: 8,000		 Medtronic PLC 90.00 USD 20/12/2024 Call
 

Master data

WKN: PN3Y06
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 20/12/2024
Issue date: 25/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.39
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.02
Time value: 0.34
Break-even: 86.51
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.53
Theta: -0.03
Omega: 12.99
Rho: 0.07
 

Quote data

Open: 0.320
High: 0.470
Low: 0.320
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.42%
1 Month  
+67.86%
3 Months  
+147.37%
YTD
  -7.84%
1 Year  
+42.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.330
1M High / 1M Low: 0.370 0.240
6M High / 6M Low: 0.470 0.073
High (YTD): 10/01/2024 0.720
Low (YTD): 08/07/2024 0.073
52W High: 10/01/2024 0.720
52W Low: 08/07/2024 0.073
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   0.348
Avg. volume 1Y:   0.000
Volatility 1M:   156.04%
Volatility 6M:   249.18%
Volatility 1Y:   195.90%
Volatility 3Y:   -