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

EUWAX
7/26/2024  9:31:42 AM Chg.0.000 Bid4:25:19 PM Ask4:25:19 PM Underlying Strike price Expiration date Option type
0.230EUR 0.00% 0.230
Bid Size: 48,000		 0.240
Ask Size: 48,000		 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: 25.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.16
Parity: -0.88
Time value: 0.24
Break-even: 72.40
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.32
Theta: -0.02
Omega: 8.16
Rho: 0.07
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -4.17%
3 Months
  -58.93%
YTD
  -69.33%
1 Year
  -78.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 1.060 0.140
High (YTD): 2/5/2024 1.060
Low (YTD): 7/16/2024 0.140
52W High: 8/3/2023 1.130
52W Low: 7/16/2024 0.140
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   0.630
Avg. volume 1Y:   0.000
Volatility 1M:   236.30%
Volatility 6M:   155.50%
Volatility 1Y:   127.59%
Volatility 3Y:   -