BNP Paribas Call 100 MDT 19.12.20.../  DE000PC2Z4A9  /

EUWAX
2024-05-03  8:42:09 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% -
Bid Size: -
-
Ask Size: -
Medtronic PLC 100.00 USD 2025-12-19 Call
 

Master data

WKN: PC2Z4A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-05
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.39
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -1.78
Time value: 0.46
Break-even: 97.80
Moneyness: 0.81
Premium: 0.30
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.36
Theta: -0.01
Omega: 5.87
Rho: 0.37
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -22.81%
3 Months
  -37.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.400
1M High / 1M Low: 0.590 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -