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

EUWAX
04/10/2024  09:23:51 Chg.-0.080 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.330EUR -19.51% -
Bid Size: -		 -
Ask Size: -		 MONDELEZ INTL INC. A 70.00 - 20/12/2024 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: 20/12/2024
Issue date: 26/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.15
Parity: -0.48
Time value: 0.36
Break-even: 73.60
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.42
Theta: -0.04
Omega: 7.52
Rho: 0.05
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -47.62%
3 Months  
+50.00%
YTD
  -56.00%
1 Year
  -44.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.330
1M High / 1M Low: 0.680 0.330
6M High / 6M Low: 0.680 0.140
High (YTD): 05/02/2024 1.060
Low (YTD): 16/07/2024 0.140
52W High: 05/02/2024 1.060
52W Low: 16/07/2024 0.140
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   111.13%
Volatility 6M:   186.48%
Volatility 1Y:   147.65%
Volatility 3Y:   -