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

EUWAX
6/26/2024  4:38:21 PM Chg.-0.060 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.240EUR -20.00% -
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: 21.85
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -0.66
Time value: 0.29
Break-even: 72.90
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.37
Theta: -0.02
Omega: 8.18
Rho: 0.10
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -38.46%
3 Months
  -59.32%
YTD
  -68.00%
1 Year
  -75.26%
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): 2/5/2024 1.060
Low (YTD): 6/21/2024 0.220
52W High: 8/3/2023 1.130
52W Low: 6/21/2024 0.220
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   0.694
Avg. volume 1Y:   0.000
Volatility 1M:   191.72%
Volatility 6M:   125.84%
Volatility 1Y:   108.90%
Volatility 3Y:   -