BNP Paribas Call 70 MDT 17.01.202.../  DE000PN7FAM4  /

EUWAX
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:   -