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BNP Paribas Call 80 MDLZ 20.12.20.../  DE000PN25575  /

EUWAX
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:   -