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

EUWAX
30/07/2024  08:53:46 Chg.+0.010 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.100EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 75.00 USD 20/12/2024 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: 20/12/2024
Issue date: 11/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.38
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.73
Time value: 0.11
Break-even: 70.42
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.25
Theta: -0.01
Omega: 13.88
Rho: 0.06
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.48%
1 Month  
+19.05%
3 Months
  -72.97%
YTD
  -80.00%
1 Year
  -87.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.074
1M High / 1M Low: 0.110 0.046
6M High / 6M Low: 0.740 0.046
High (YTD): 05/02/2024 0.740
Low (YTD): 16/07/2024 0.046
52W High: 03/08/2023 0.860
52W Low: 16/07/2024 0.046
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.401
Avg. volume 1Y:   0.000
Volatility 1M:   319.72%
Volatility 6M:   207.12%
Volatility 1Y:   163.48%
Volatility 3Y:   -