BNP Paribas Call 65 MDLZ 21.06.2024
/ DE000PN77K51
BNP Paribas Call 65 MDLZ 21.06.20.../ DE000PN77K51 /
| 2024-06-07 8:16:56 AM |
Chg.+0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN77K5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.26 |
| Time value: |
0.04 |
| Break-even: |
63.18 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
17.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-43.86% |
| 3 Months |
|
|
-52.24% |
| YTD |
|
|
-63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.260 |
| 1M High / 1M Low: |
0.700 |
0.220 |
| 6M High / 6M Low: |
1.240 |
0.220 |
| High (YTD): |
2024-02-05 |
1.240 |
| Low (YTD): |
2024-05-30 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.00% |
| Volatility 6M: |
|
160.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
