BNP Paribas Call 70 MDT 20.12.2024
/ DE000PN7E3X0
BNP Paribas Call 70 MDT 20.12.202.../ DE000PN7E3X0 /
| 2024-07-08 8:20:47 AM |
Chg.-0.030 |
Bid8:25:11 AM |
Ask8:25:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-3.06% |
0.950
Bid Size: 10,000 |
1.000
Ask Size: 10,000 |
Medtronic PLC |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN7E3X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.27 |
| Break-even: |
74.28 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
5.80 |
| Rho: |
0.21 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
-34.48% |
| 3 Months |
|
|
-35.81% |
| YTD |
|
|
-38.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.930 |
| 1M High / 1M Low: |
1.380 |
0.930 |
| 6M High / 6M Low: |
1.930 |
0.930 |
| High (YTD): |
2024-02-02 |
1.930 |
| Low (YTD): |
2024-07-03 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.494 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.77% |
| Volatility 6M: |
|
73.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
