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

EUWAX
9/5/2024  8:56:48 AM Chg.- Bid8:25:10 AM Ask8:25:10 AM Underlying Strike price Expiration date Option type
0.320EUR - 0.310
Bid Size: 9,678		 0.340
Ask Size: 8,824		 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: 19.41
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.02
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.02
Time value: 0.33
Break-even: 71.19
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.57
Theta: -0.02
Omega: 11.09
Rho: 0.10
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+146.15%
1 Month  
+88.24%
3 Months  
+128.57%
YTD
  -36.00%
1 Year
  -38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.130
1M High / 1M Low: 0.320 0.130
6M High / 6M Low: 0.450 0.046
High (YTD): 2/5/2024 0.740
Low (YTD): 7/16/2024 0.046
52W High: 2/5/2024 0.740
52W Low: 7/16/2024 0.046
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.343
Avg. volume 1Y:   0.000
Volatility 1M:   325.53%
Volatility 6M:   247.79%
Volatility 1Y:   192.66%
Volatility 3Y:   -