BNP Paribas Call 75 MDLZ 20.09.2024
/ DE000PC39K77
BNP Paribas Call 75 MDLZ 20.09.20.../ DE000PC39K77 /
| 8/16/2024 8:20:54 PM |
Chg.-0.002 |
Bid8:21:42 PM |
Ask8:21:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
-13.33% |
0.013
Bid Size: 52,000 |
0.091
Ask Size: 52,000 |
Mondelez Internation... |
75.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| 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: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.48% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
-92.35% |
| 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: |
|
- |
