BNP Paribas Call 85 MDLZ 17.01.2025
/ DE000PN256D9
BNP Paribas Call 85 MDLZ 17.01.20.../ DE000PN256D9 /
8/16/2024 9:50:40 PM |
Chg.-0.003 |
Bid9:57:33 PM |
Ask9:57:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
-13.64% |
0.019 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
Mondelez Internation... |
85.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
5/11/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
70.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
-1.34 |
Time value: |
0.09 |
Break-even: |
78.38 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.07 |
Spread %: |
313.64% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
11.97 |
Rho: |
0.04 |
Quote data
Open: |
0.022 |
High: |
0.023 |
Low: |
0.019 |
Previous Close: |
0.022 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.92% |
1 Month |
|
|
+72.73% |
3 Months |
|
|
-72.46% |
YTD |
|
|
-90.00% |
1 Year |
|
|
-94.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.022 |
1M High / 1M Low: |
0.042 |
0.011 |
6M High / 6M Low: |
0.200 |
0.007 |
High (YTD): |
2/2/2024 |
0.310 |
Low (YTD): |
7/3/2024 |
0.007 |
52W High: |
8/16/2023 |
0.370 |
52W Low: |
7/3/2024 |
0.007 |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.061 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.138 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
535.24% |
Volatility 6M: |
|
381.58% |
Volatility 1Y: |
|
287.48% |
Volatility 3Y: |
|
- |