BNP Paribas Call 75 MDT 21.06.2024
/ DE000PN7CA39
BNP Paribas Call 75 MDT 21.06.202.../ DE000PN7CA39 /
| 2024-06-03 10:21:12 AM |
Chg.+0.060 |
Bid10:27:22 AM |
Ask10:27:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+10.34% |
0.640
Bid Size: 8,000 |
0.690
Ask Size: 8,000 |
Medtronic PLC |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CA3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.59 |
| Time value: |
0.03 |
| Break-even: |
75.31 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
11.01 |
| Rho: |
0.03 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
-32.63% |
| YTD |
|
|
-35.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.550 |
| 1M High / 1M Low: |
1.050 |
0.550 |
| 6M High / 6M Low: |
1.390 |
0.550 |
| High (YTD): |
2024-02-02 |
1.390 |
| Low (YTD): |
2024-05-30 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.18% |
| Volatility 6M: |
|
117.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
