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BNP Paribas Call 80 MDT 21.06.202.../  DE000PN3Y0Z1  /

Frankfurt Zert./BNP
03/06/2024  10:50:28 Chg.+0.020 Bid03/06/2024 Ask03/06/2024 Underlying Strike price Expiration date Option type
0.220EUR +10.00% 0.220
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Medtronic PLC 80.00 USD 21/06/2024 Call
 

Master data

WKN: PN3Y0Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 21/06/2024
Issue date: 25/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.08
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.13
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.13
Time value: 0.09
Break-even: 75.92
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.66
Theta: -0.04
Omega: 22.65
Rho: 0.02
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month
  -40.54%
3 Months
  -62.71%
YTD
  -67.16%
1 Year
  -80.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.180
1M High / 1M Low: 0.620 0.180
6M High / 6M Low: 1.000 0.180
High (YTD): 02/02/2024 1.000
Low (YTD): 30/05/2024 0.180
52W High: 19/06/2023 1.410
52W Low: 30/05/2024 0.180
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   0.714
Avg. volume 1Y:   0.000
Volatility 1M:   273.59%
Volatility 6M:   168.50%
Volatility 1Y:   146.59%
Volatility 3Y:   -