BNP Paribas Call 60 MDT 17.01.2025
/ DE000PZ087H5
BNP Paribas Call 60 MDT 17.01.202.../ DE000PZ087H5 /
| 2024-07-31 9:37:58 AM |
Chg.+0.08 |
Bid10:22:17 AM |
Ask10:22:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+4.06% |
2.04
Bid Size: 16,000 |
2.09
Ask Size: 16,000 |
Medtronic PLC |
60.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ087H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.92 |
| Time value: |
0.13 |
| Break-even: |
75.98 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.24 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+8.47% |
| 3 Months |
|
|
-2.38% |
| YTD |
|
|
-10.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.82 |
| 1M High / 1M Low: |
2.07 |
1.67 |
| 6M High / 6M Low: |
2.74 |
1.67 |
| High (YTD): |
2024-02-02 |
2.74 |
| Low (YTD): |
2024-07-10 |
1.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.16% |
| Volatility 6M: |
|
61.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
