BNP Paribas Call 90 MDT 16.01.202.../  DE000PC1JUM0  /

EUWAX
2024-05-03  9:00:00 AM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.760EUR +1.33% -
Bid Size: -
-
Ask Size: -
Medtronic PLC 90.00 USD 2026-01-16 Call
 

Master data

WKN: PC1JUM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.79
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.85
Time value: 0.77
Break-even: 91.58
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.51
Theta: -0.01
Omega: 4.96
Rho: 0.52
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.14%
1 Month
  -19.15%
3 Months
  -30.28%
YTD
  -14.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.690
1M High / 1M Low: 0.950 0.690
6M High / 6M Low: - -
High (YTD): 2024-01-10 1.150
Low (YTD): 2024-04-26 0.690
52W High: - -
52W Low: - -
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -