BNP Paribas Call 60 MDLZ 20.12.2024
/ DE000PC8HNZ6
BNP Paribas Call 60 MDLZ 20.12.20.../ DE000PC8HNZ6 /
| 2024-07-30 5:50:31 PM |
Chg.-0.020 |
Bid2024-07-30 |
Ask2024-07-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-2.33% |
0.840
Bid Size: 46,000 |
0.850
Ask Size: 46,000 |
Mondelez Internation... |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC8HNZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.66 |
| Time value: |
0.19 |
| Break-even: |
63.96 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.88 |
| Rho: |
0.16 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.810 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+15.07% |
| 3 Months |
|
|
-39.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.760 |
| 1M High / 1M Low: |
0.860 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
