BNP Paribas Call 70 MDT 20.12.2024
/ DE000PN7E3X0
BNP Paribas Call 70 MDT 20.12.202.../ DE000PN7E3X0 /
| 2024-06-07 9:50:24 PM |
Chg.+0.130 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
+9.85% |
1.470
Bid Size: 8,000 |
1.480
Ask Size: 8,000 |
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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
1.13 |
| Time value: |
0.20 |
| Break-even: |
77.57 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.04 |
| Rho: |
0.29 |
Quote data
| Open: |
1.320 |
| High: |
1.470 |
| Low: |
1.290 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.89% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
-11.59% |
| YTD |
|
|
-6.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.320 |
| 1M High / 1M Low: |
1.650 |
1.200 |
| 6M High / 6M Low: |
1.930 |
1.190 |
| High (YTD): |
2024-02-02 |
1.930 |
| Low (YTD): |
2024-04-25 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.91% |
| Volatility 6M: |
|
70.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
