BNP Paribas Call 70 MDLZ 20.09.2024
/ DE000PC39K69
BNP Paribas Call 70 MDLZ 20.09.20.../ DE000PC39K69 /
| 30/08/2024 21:50:44 |
Chg.+0.050 |
Bid21:51:13 |
Ask21:51:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+31.25% |
0.220
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
Mondelez Internation... |
70.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
0.16 |
| Time value: |
0.07 |
| Break-even: |
65.66 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
20.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.210 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
0.260 |
0.140 |
| 6M High / 6M Low: |
0.590 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.74% |
| Volatility 6M: |
|
298.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
