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BNP Paribas Call 75 MDLZ 20.12.20.../  DE000PN25567  /

Frankfurt Zert./BNP
2024-07-05  9:50:32 PM Chg.+0.009 Bid9:56:33 PM Ask9:56:33 PM Underlying Strike price Expiration date Option type
0.090EUR +11.11% 0.100
Bid Size: 32,000		 0.110
Ask Size: 32,000		 Mondelez Internation... 75.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.18
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.74
Time value: 0.11
Break-even: 70.29
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.25
Theta: -0.01
Omega: 13.89
Rho: 0.06
 

Quote data

Open: 0.082
High: 0.090
Low: 0.078
Previous Close: 0.081
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.33%
1 Month
  -30.77%
3 Months
  -62.50%
YTD
  -81.63%
1 Year
  -86.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.130 0.067
6M High / 6M Low: 0.750 0.067
High (YTD): 2024-02-02 0.750
Low (YTD): 2024-06-28 0.067
52W High: 2023-08-02 0.860
52W Low: 2024-06-28 0.067
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.437
Avg. volume 1Y:   0.000
Volatility 1M:   257.88%
Volatility 6M:   165.52%
Volatility 1Y:   142.93%
Volatility 3Y:   -