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

Frankfurt Zert./BNP
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:   -