BNP Paribas Call 70 KTF 20.12.2024
/ DE000PN5A303
BNP Paribas Call 70 KTF 20.12.202.../ DE000PN5A303 /
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: |
|
- |