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BNP Paribas Call 75 KTF 17.01.202.../  DE000PN256B3  /

EUWAX
2024-09-23  9:49:23 AM Chg.-0.030 Bid10:14:25 AM Ask10:14:25 AM Underlying Strike price Expiration date Option type
0.270EUR -10.00% 0.260
Bid Size: 15,000		 0.270
Ask Size: 15,000		 MONDELEZ INTL INC. A 75.00 - 2025-01-17 Call
 

Master data

WKN: PN256B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-01-17
Issue date: 2023-05-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.65
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.84
Time value: 0.27
Break-even: 77.70
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.33
Theta: -0.02
Omega: 8.24
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month  
+50.00%
3 Months  
+145.45%
YTD
  -48.08%
1 Year
  -53.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.390 0.150
6M High / 6M Low: 0.440 0.060
High (YTD): 2024-02-05 0.770
Low (YTD): 2024-07-16 0.060
52W High: 2024-02-05 0.770
52W Low: 2024-07-16 0.060
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   284.08%
Volatility 6M:   232.93%
Volatility 1Y:   181.93%
Volatility 3Y:   -