BNP Paribas Call 80 MDLZ 20.06.2025
/ DE000PC9XK09
BNP Paribas Call 80 MDLZ 20.06.20.../ DE000PC9XK09 /
16/08/2024 19:50:31 |
Chg.-0.010 |
Bid19:54:39 |
Ask19:54:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-4.76% |
0.200 Bid Size: 48,000 |
0.210 Ask Size: 48,000 |
Mondelez Internation... |
80.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
PC9XK0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
15/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
-0.89 |
Time value: |
0.21 |
Break-even: |
75.01 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
5.00% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
9.65 |
Rho: |
0.15 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.190 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
+81.82% |
3 Months |
|
|
-42.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.200 |
1M High / 1M Low: |
0.260 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.183 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |