BNP Paribas Call 75 MDLZ 20.12.2024
/ DE000PN25567
BNP Paribas Call 75 MDLZ 20.12.20.../ DE000PN25567 /
7/16/2024 9:50:43 AM |
Chg.-0.002 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
-4.08% |
0.047 Bid Size: 24,000 |
0.091 Ask Size: 24,000 |
Mondelez Internation... |
75.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN2556 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/11/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
65.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
-0.89 |
Time value: |
0.09 |
Break-even: |
69.81 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.03 |
Spread %: |
49.18% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
13.70 |
Rho: |
0.05 |
Quote data
Open: |
0.046 |
High: |
0.047 |
Low: |
0.046 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.79% |
1 Month |
|
|
-45.98% |
3 Months |
|
|
-73.89% |
YTD |
|
|
-90.41% |
1 Year |
|
|
-92.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.070 |
0.049 |
1M High / 1M Low: |
0.130 |
0.049 |
6M High / 6M Low: |
0.750 |
0.049 |
High (YTD): |
2/2/2024 |
0.750 |
Low (YTD): |
7/15/2024 |
0.049 |
52W High: |
8/2/2023 |
0.860 |
52W Low: |
7/15/2024 |
0.049 |
Avg. price 1W: |
|
0.063 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.312 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.423 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
248.60% |
Volatility 6M: |
|
170.52% |
Volatility 1Y: |
|
145.71% |
Volatility 3Y: |
|
- |