BNP Paribas Call 80 MDLZ 17.01.2025
/ DE000PN256C1
BNP Paribas Call 80 MDLZ 17.01.20.../ DE000PN256C1 /
9/13/2024 9:50:26 PM |
Chg.+0.020 |
Bid9/13/2024 |
Ask9/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+15.38% |
0.150 Bid Size: 19,000 |
0.170 Ask Size: 19,000 |
Mondelez Internation... |
80.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
5/11/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
-0.43 |
Time value: |
0.17 |
Break-even: |
73.93 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
14.03 |
Rho: |
0.08 |
Quote data
Open: |
0.130 |
High: |
0.150 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
+80.72% |
3 Months |
|
|
+294.74% |
YTD |
|
|
-53.13% |
1 Year |
|
|
-66.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.180 |
0.050 |
6M High / 6M Low: |
0.250 |
0.024 |
High (YTD): |
2/2/2024 |
0.510 |
Low (YTD): |
7/15/2024 |
0.024 |
52W High: |
2/2/2024 |
0.510 |
52W Low: |
7/15/2024 |
0.024 |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.095 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.100 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.209 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
530.35% |
Volatility 6M: |
|
339.95% |
Volatility 1Y: |
|
258.90% |
Volatility 3Y: |
|
- |