BNP Paribas Call 75 MDT 20.12.2024
/ DE000PC2Z391
BNP Paribas Call 75 MDT 20.12.202.../ DE000PC2Z391 /
| 07/06/2024 21:50:27 |
Chg.+0.120 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+12.63% |
1.090
Bid Size: 5,000 |
1.100
Ask Size: 5,000 |
Medtronic PLC |
75.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2Z39 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.67 |
| Time value: |
0.29 |
| Break-even: |
78.46 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
6.22 |
| Rho: |
0.27 |
Quote data
| Open: |
0.950 |
| High: |
1.090 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.59% |
| 1 Month |
|
|
+7.00% |
| 3 Months |
|
|
-17.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.950 |
| 1M High / 1M Low: |
1.270 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
