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

Frankfurt Zert./BNP
2024-06-27  9:50:41 PM Chg.0.000 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.085EUR 0.00% 0.084
Bid Size: 36,000		 0.094
Ask Size: 36,000		 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: 64.33
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.78
Time value: 0.10
Break-even: 71.20
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.23
Theta: -0.01
Omega: 14.68
Rho: 0.06
 

Quote data

Open: 0.086
High: 0.089
Low: 0.082
Previous Close: 0.085
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -46.88%
3 Months
  -73.44%
YTD
  -82.65%
1 Year
  -88.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.085
1M High / 1M Low: 0.160 0.085
6M High / 6M Low: 0.750 0.085
High (YTD): 2024-02-02 0.750
Low (YTD): 2024-06-26 0.085
52W High: 2023-08-02 0.860
52W Low: 2024-06-26 0.085
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   256.17%
Volatility 6M:   163.31%
Volatility 1Y:   140.28%
Volatility 3Y:   -