BNP Paribas Call 80 MDT 21.06.2024
/ DE000PN3Y0Z1
BNP Paribas Call 80 MDT 21.06.202.../ DE000PN3Y0Z1 /
| 2024-05-03 9:50:23 PM |
Chg.+0.040 |
Bid9:54:07 PM |
Ask9:54:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+12.12% |
0.370
Bid Size: 8,109 |
0.380
Ask Size: 7,895 |
Medtronic PLC |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN3Y0Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.16 |
| Time value: |
0.22 |
| Break-even: |
78.14 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
12.58 |
| Rho: |
0.06 |
Quote data
| Open: |
0.350 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.14% |
| 1 Month |
|
|
-39.34% |
| 3 Months |
|
|
-63.00% |
| YTD |
|
|
-44.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.310 |
| 1M High / 1M Low: |
0.630 |
0.250 |
| 6M High / 6M Low: |
1.000 |
0.240 |
| High (YTD): |
2024-02-02 |
1.000 |
| Low (YTD): |
2024-04-25 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.335 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.51% |
| Volatility 6M: |
|
151.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
