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BNP Paribas Call 70 MDLZ 17.01.20.../  DE000PN5A311  /

Frankfurt Zert./BNP
2024-07-10  9:50:21 PM Chg.+0.010 Bid9:55:11 PM Ask9:55:11 PM Underlying Strike price Expiration date Option type
0.210EUR +5.00% 0.220
Bid Size: 24,000		 0.230
Ask Size: 24,000		 Mondelez Internation... 70.00 USD 2025-01-17 Call
 

Master data

WKN: PN5A31
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.16
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.44
Time value: 0.20
Break-even: 66.73
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.38
Theta: -0.01
Omega: 11.41
Rho: 0.11
 

Quote data

Open: 0.190
High: 0.220
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -34.38%
3 Months
  -47.50%
YTD
  -72.73%
1 Year
  -78.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.330 0.200
6M High / 6M Low: 1.090 0.200
High (YTD): 2024-02-02 1.090
Low (YTD): 2024-07-09 0.200
52W High: 2023-08-02 1.160
52W Low: 2024-07-09 0.200
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.571
Avg. volume 6M:   0.000
Avg. price 1Y:   0.683
Avg. volume 1Y:   0.000
Volatility 1M:   193.62%
Volatility 6M:   127.93%
Volatility 1Y:   114.26%
Volatility 3Y:   -