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

EUWAX
2024-06-27  9:26:28 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.220EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 MONDELEZ INTL INC. A 70.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-06-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.00
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -0.76
Time value: 0.24
Break-even: 72.40
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.34
Theta: -0.01
Omega: 8.78
Rho: 0.09
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.14%
3 Months
  -60.00%
YTD
  -70.67%
1 Year
  -77.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.350 0.220
6M High / 6M Low: 1.060 0.220
High (YTD): 2024-02-05 1.060
Low (YTD): 2024-06-27 0.220
52W High: 2023-08-03 1.130
52W Low: 2024-06-27 0.220
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.593
Avg. volume 6M:   0.000
Avg. price 1Y:   0.688
Avg. volume 1Y:   0.000
Volatility 1M:   200.36%
Volatility 6M:   128.55%
Volatility 1Y:   110.88%
Volatility 3Y:   -