BNP Paribas Call 70 MDT 20.12.2024
/ DE000PN7E3X0
BNP Paribas Call 70 MDT 20.12.202.../ DE000PN7E3X0 /
| 31/07/2024 08:34:18 |
Chg.+0.07 |
Bid16:57:58 |
Ask16:57:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+6.14% |
1.18
Bid Size: 36,000 |
1.19
Ask Size: 36,000 |
Medtronic PLC |
70.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN7E3X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.21 |
| Break-even: |
76.82 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
5.18 |
| Rho: |
0.20 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.15% |
| 1 Month |
|
|
+14.15% |
| 3 Months |
|
|
-7.63% |
| YTD |
|
|
-22.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.03 |
| 1M High / 1M Low: |
1.24 |
0.90 |
| 6M High / 6M Low: |
1.94 |
0.90 |
| High (YTD): |
02/02/2024 |
1.94 |
| Low (YTD): |
10/07/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.98% |
| Volatility 6M: |
|
89.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
