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BNP Paribas Call 70 MDT 20.12.202.../  DE000PN7E3X0  /

Frankfurt Zert./BNP
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:   -