BNP Paribas Call 70 MDT 20.12.2024
/ DE000PN7E3X0
BNP Paribas Call 70 MDT 20.12.202.../ DE000PN7E3X0 /
| 2024-05-17 9:50:28 PM |
Chg.+0.020 |
Bid9:57:02 PM |
Ask9:57:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+1.23% |
1.650
Bid Size: 7,000 |
1.670
Ask Size: 7,000 |
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: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
1.44 |
| Time value: |
0.21 |
| Break-even: |
80.91 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.34 |
| Rho: |
0.33 |
Quote data
| Open: |
1.640 |
| High: |
1.660 |
| Low: |
1.580 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+35.25% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+6.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.430 |
| 1M High / 1M Low: |
1.630 |
1.190 |
| 6M High / 6M Low: |
1.930 |
1.060 |
| High (YTD): |
2024-02-02 |
1.930 |
| Low (YTD): |
2024-04-25 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.84% |
| Volatility 6M: |
|
65.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
