BNP Paribas Call 85 MDLZ 17.01.2025
/ DE000PN256D9
BNP Paribas Call 85 MDLZ 17.01.20.../ DE000PN256D9 /
18/09/2024 08:55:26 |
Chg.-0.004 |
Bid20:26:51 |
Ask20:26:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
-7.84% |
0.041 Bid Size: 70,000 |
0.091 Ask Size: 70,000 |
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: |
74.20 |
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: |
77.33 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.04 |
Spread %: |
93.62% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
15.04 |
Rho: |
0.04 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.047 |
Previous Close: |
0.051 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.07% |
1 Month |
|
|
+113.64% |
3 Months |
|
|
+176.47% |
YTD |
|
|
-75.26% |
1 Year |
|
|
-82.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.042 |
1M High / 1M Low: |
0.067 |
0.007 |
6M High / 6M Low: |
0.130 |
0.007 |
High (YTD): |
05/02/2024 |
0.310 |
Low (YTD): |
26/08/2024 |
0.007 |
52W High: |
05/02/2024 |
0.310 |
52W Low: |
26/08/2024 |
0.007 |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.042 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.115 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
759.26% |
Volatility 6M: |
|
444.39% |
Volatility 1Y: |
|
330.68% |
Volatility 3Y: |
|
- |