BNP Paribas Call 70 MDT 17.01.2025
/ DE000PN7FAM4
BNP Paribas Call 70 MDT 17.01.202.../ DE000PN7FAM4 /
| 2024-07-31 8:34:35 AM |
Chg.+0.06 |
Bid1:30:16 PM |
Ask1:30:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+5.17% |
1.19
Bid Size: 19,000 |
1.24
Ask Size: 19,000 |
Medtronic PLC |
70.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN7FAM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.23 |
| Break-even: |
77.02 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.09 |
| Rho: |
0.23 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.96% |
| 1 Month |
|
|
+12.96% |
| 3 Months |
|
|
-8.96% |
| YTD |
|
|
-23.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.05 |
| 1M High / 1M Low: |
1.26 |
0.92 |
| 6M High / 6M Low: |
1.97 |
0.92 |
| High (YTD): |
2024-01-31 |
1.97 |
| Low (YTD): |
2024-07-10 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.45% |
| Volatility 6M: |
|
87.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
