BNP Paribas Call 70 MDLZ 20.09.2024
/ DE000PC39K69
BNP Paribas Call 70 MDLZ 20.09.20.../ DE000PC39K69 /
| 2024-07-26 9:50:34 PM |
Chg.-0.012 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
-12.00% |
0.089
Bid Size: 17,000 |
0.099
Ask Size: 17,000 |
Mondelez Internation... |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39K6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.33 |
| Time value: |
0.10 |
| Break-even: |
65.47 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
18.99 |
| Rho: |
0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.083 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-79.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.078 |
| 1M High / 1M Low: |
0.120 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
