BNP Paribas Call 70 MDT 19.12.202.../  DE000PC1JUG2  /

EUWAX
2024-05-03  9:00:00 AM Chg.+0.02 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.70EUR +1.19% -
Bid Size: -
-
Ask Size: -
Medtronic PLC 70.00 USD 2025-12-19 Call
 

Master data

WKN: PC1JUG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Medtronic PLC
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.02
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 1.02
Time value: 0.68
Break-even: 82.24
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.19%
Delta: 0.80
Theta: -0.01
Omega: 3.56
Rho: 0.71
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.59%
1 Month
  -14.57%
3 Months
  -21.66%
YTD
  -6.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.70 1.62
1M High / 1M Low: 1.99 1.58
6M High / 6M Low: - -
High (YTD): 2024-01-31 2.18
Low (YTD): 2024-04-26 1.58
52W High: - -
52W Low: - -
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -