BNP Paribas Call 80 MDLZ 17.01.20.../  DE000PN256C1  /

Frankfurt Zert./BNP
09/08/2024  21:50:32 Chg.-0.010 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
0.072EUR -12.20% 0.072
Bid Size: 38,000
0.091
Ask Size: 38,000
Mondelez Internation... 80.00 USD 17/01/2025 Call
 

Master data

WKN: PN256C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 17/01/2025
Issue date: 11/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.19
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -0.94
Time value: 0.09
Break-even: 74.20
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 26.39%
Delta: 0.20
Theta: -0.01
Omega: 14.13
Rho: 0.05
 

Quote data

Open: 0.081
High: 0.085
Low: 0.062
Previous Close: 0.082
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.55%
1 Month  
+105.71%
3 Months
  -55.00%
YTD
  -77.50%
1 Year
  -87.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.053
1M High / 1M Low: 0.110 0.024
6M High / 6M Low: 0.360 0.024
High (YTD): 02/02/2024 0.510
Low (YTD): 15/07/2024 0.024
52W High: 11/08/2023 0.590
52W Low: 15/07/2024 0.024
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   465.54%
Volatility 6M:   267.50%
Volatility 1Y:   209.72%
Volatility 3Y:   -