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

Frankfurt Zert./BNP
26/09/2024  21:50:35 Chg.-0.010 Bid08:02:48 Ask08:02:48 Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.310
Bid Size: 9,678		 0.370
Ask Size: 8,109		 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: 25.10
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -0.05
Time value: 0.32
Break-even: 84.06
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.52
Theta: -0.02
Omega: 13.15
Rho: 0.09
 

Quote data

Open: 0.320
High: 0.330
Low: 0.270
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -14.29%
3 Months  
+172.73%
YTD
  -41.18%
1 Year
  -42.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.470 0.280
6M High / 6M Low: 0.550 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:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   188.78%
Volatility 6M:   249.09%
Volatility 1Y:   195.14%
Volatility 3Y:   -