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

EUWAX
7/16/2024  9:38:14 AM Chg.-0.030 Bid7/16/2024 Ask7/16/2024 Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.140
Bid Size: 12,500		 0.150
Ask Size: 12,500		 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: 42.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -1.10
Time value: 0.14
Break-even: 71.40
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.23
Theta: -0.01
Omega: 9.90
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -39.13%
3 Months
  -57.58%
YTD
  -81.33%
1 Year
  -84.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.300 0.170
6M High / 6M Low: 1.060 0.170
High (YTD): 2/5/2024 1.060
Low (YTD): 7/15/2024 0.170
52W High: 8/3/2023 1.130
52W Low: 7/15/2024 0.170
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.535
Avg. volume 6M:   0.000
Avg. price 1Y:   0.652
Avg. volume 1Y:   0.000
Volatility 1M:   199.55%
Volatility 6M:   137.55%
Volatility 1Y:   116.67%
Volatility 3Y:   -