BNP Paribas Call 75 MDT 17.01.2025
/ DE000PC5FDM5
BNP Paribas Call 75 MDT 17.01.202.../ DE000PC5FDM5 /
14/08/2024 08:37:41 |
Chg.+0.050 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
+5.68% |
- Bid Size: - |
- Ask Size: - |
Medtronic PLC |
75.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC5FDM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Medtronic PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
0.66 |
Time value: |
0.29 |
Break-even: |
77.71 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.06% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
6.05 |
Rho: |
0.20 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.09% |
1 Month |
|
|
+38.81% |
3 Months |
|
|
-18.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.880 |
1M High / 1M Low: |
0.980 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.820 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |