BNP Paribas Call 65 MDLZ 20.12.2024
/ DE000PC5FDK9
BNP Paribas Call 65 MDLZ 20.12.20.../ DE000PC5FDK9 /
| 9/11/2024 8:38:29 AM |
Chg.-0.06 |
Bid7:19:05 PM |
Ask7:19:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-5.71% |
0.92
Bid Size: 38,000 |
0.93
Ask Size: 38,000 |
Mondelez Internation... |
65.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC5FDK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.92 |
| Time value: |
0.12 |
| Break-even: |
69.38 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.74 |
| Rho: |
0.13 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.26% |
| 1 Month |
|
|
+45.59% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.76 |
| 1M High / 1M Low: |
1.05 |
0.62 |
| 6M High / 6M Low: |
1.05 |
0.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.95% |
| Volatility 6M: |
|
135.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
