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BNP Paribas Call 85 MDLZ 17.01.20.../  DE000PN256D9  /

Frankfurt Zert./BNP
13/09/2024  21:50:32 Chg.+0.009 Bid21:59:06 Ask21:59:06 Underlying Strike price Expiration date Option type
0.053EUR +20.45% 0.052
Bid Size: 35,000		 0.091
Ask Size: 35,000		 Mondelez Internation... 85.00 USD 17/01/2025 Call
 

Master data

WKN: PN256D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 85.00 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: 74.67
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.88
Time value: 0.09
Break-even: 77.65
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 75.00%
Delta: 0.20
Theta: -0.01
Omega: 15.25
Rho: 0.04
 

Quote data

Open: 0.042
High: 0.053
Low: 0.041
Previous Close: 0.044
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.06%
1 Month  
+96.30%
3 Months  
+278.57%
YTD
  -72.11%
1 Year
  -81.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.044
1M High / 1M Low: 0.070 0.013
6M High / 6M Low: 0.130 0.007
High (YTD): 02/02/2024 0.310
Low (YTD): 03/07/2024 0.007
52W High: 02/02/2024 0.310
52W Low: 03/07/2024 0.007
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.042
Avg. volume 6M:   0.000
Avg. price 1Y:   0.116
Avg. volume 1Y:   0.000
Volatility 1M:   820.50%
Volatility 6M:   499.91%
Volatility 1Y:   369.94%
Volatility 3Y:   -