BNP Paribas Call 75 MDLZ 20.09.2024
/ DE000PC39K77
BNP Paribas Call 75 MDLZ 20.09.20.../ DE000PC39K77 /
16/08/2024 21:50:34 |
Chg.-0.003 |
Bid21:59:36 |
Ask21:59:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-20.00% |
0.011 Bid Size: 23,000 |
0.091 Ask Size: 23,000 |
Mondelez Internation... |
75.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC39K7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 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: |
70.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.16 |
Parity: |
-0.43 |
Time value: |
0.09 |
Break-even: |
69.26 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
1.26 |
Spread abs.: |
0.08 |
Spread %: |
550.00% |
Delta: |
0.27 |
Theta: |
-0.03 |
Omega: |
18.73 |
Rho: |
0.02 |
Quote data
Open: |
0.014 |
High: |
0.014 |
Low: |
0.010 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-47.83% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
-92.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.015 |
1M High / 1M Low: |
0.062 |
0.014 |
6M High / 6M Low: |
0.420 |
0.007 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.127 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
797.20% |
Volatility 6M: |
|
447.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |