BNP Paribas Call 80 MDLZ 20.12.2024
/ DE000PN25575
BNP Paribas Call 80 MDLZ 20.12.20.../ DE000PN25575 /
8/16/2024 8:56:00 AM |
Chg.-0.016 |
Bid6:24:17 PM |
Ask6:24:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
-25.40% |
0.044 Bid Size: 84,000 |
0.091 Ask Size: 84,000 |
Mondelez Internation... |
80.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN2557 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Mondelez International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 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: |
70.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
-0.89 |
Time value: |
0.09 |
Break-even: |
73.82 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.05 |
Spread %: |
97.83% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
14.40 |
Rho: |
0.04 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.047 |
Previous Close: |
0.063 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.95% |
1 Month |
|
|
+193.75% |
3 Months |
|
|
-63.85% |
YTD |
|
|
-84.84% |
1 Year |
|
|
-90.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.046 |
1M High / 1M Low: |
0.065 |
0.016 |
6M High / 6M Low: |
0.330 |
0.016 |
High (YTD): |
2/5/2024 |
0.480 |
Low (YTD): |
7/16/2024 |
0.016 |
52W High: |
8/16/2023 |
0.500 |
52W Low: |
7/16/2024 |
0.016 |
Avg. price 1W: |
|
0.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.220 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
338.46% |
Volatility 6M: |
|
255.60% |
Volatility 1Y: |
|
199.94% |
Volatility 3Y: |
|
- |