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BNP Paribas Call 70 KTF 20.12.202.../  DE000PN5A303  /

EUWAX
8/14/2024  9:34:21 AM Chg.+0.040 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.370EUR +12.12% -
Bid Size: -		 -
Ask Size: -		 MONDELEZ INTL INC. A 70.00 - 12/20/2024 Call
 

Master data

WKN: PN5A30
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 6/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.83
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -0.60
Time value: 0.38
Break-even: 73.80
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.41
Theta: -0.02
Omega: 6.91
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.63%
1 Month  
+105.56%
3 Months
  -35.09%
YTD
  -50.67%
1 Year
  -64.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.320
1M High / 1M Low: 0.400 0.140
6M High / 6M Low: 0.840 0.140
High (YTD): 2/5/2024 1.060
Low (YTD): 7/16/2024 0.140
52W High: 2/5/2024 1.060
52W Low: 7/16/2024 0.140
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   0.592
Avg. volume 1Y:   0.000
Volatility 1M:   249.40%
Volatility 6M:   167.22%
Volatility 1Y:   135.20%
Volatility 3Y:   -