OverviewChartNewsTraderScreen

BNP Paribas Call 65 MDLZ 21.06.20.../  DE000PN77K51  /

EUWAX
10/06/2024  08:16:41 Chg.-0.030 Bid08:25:10 Ask08:25:10 Underlying Strike price Expiration date Option type
0.290EUR -9.38% 0.290
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Mondelez Internation... 65.00 USD 21/06/2024 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: 21/06/2024
Issue date: 07/09/2023
Last trading day: 20/06/2024
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: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.44%
1 Month
  -47.27%
3 Months
  -56.72%
YTD
  -67.05%
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): 05/02/2024 1.240
Low (YTD): 30/05/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.451
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.10%
Volatility 6M:   160.93%
Volatility 1Y:   -
Volatility 3Y:   -