BNP Paribas Call 70 MDT 20.12.2024
/ DE000PN7E3X0
BNP Paribas Call 70 MDT 20.12.202.../ DE000PN7E3X0 /
9/6/2024 9:50:24 PM |
Chg.+0.060 |
Bid9:55:24 PM |
Ask9:55:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.860EUR |
+3.33% |
1.850 Bid Size: 15,000 |
1.860 Ask Size: 15,000 |
Medtronic PLC |
70.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN7E3X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
8/17/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.81 |
Intrinsic value: |
1.75 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
1.75 |
Time value: |
0.06 |
Break-even: |
81.10 |
Moneyness: |
1.28 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.56% |
Delta: |
1.00 |
Theta: |
-0.01 |
Omega: |
4.42 |
Rho: |
0.18 |
Quote data
Open: |
1.780 |
High: |
1.870 |
Low: |
1.740 |
Previous Close: |
1.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.77% |
1 Month |
|
|
+51.22% |
3 Months |
|
|
+40.91% |
YTD |
|
|
+20.00% |
1 Year |
|
|
+19.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.950 |
1.680 |
1M High / 1M Low: |
1.950 |
1.200 |
6M High / 6M Low: |
1.950 |
0.890 |
High (YTD): |
9/4/2024 |
1.950 |
Low (YTD): |
7/8/2024 |
0.890 |
52W High: |
9/4/2024 |
1.950 |
52W Low: |
11/9/2023 |
0.850 |
Avg. price 1W: |
|
1.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.551 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.353 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.399 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
90.61% |
Volatility 6M: |
|
93.05% |
Volatility 1Y: |
|
81.88% |
Volatility 3Y: |
|
- |