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BNP Paribas Call 75 MDLZ 20.12.20.../  DE000PN25567  /

Frankfurt Zert./BNP
9/20/2024  9:50:31 PM Chg.-0.020 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.220
Bid Size: 13,000		 0.230
Ask Size: 13,000		 Mondelez Internation... 75.00 USD 12/20/2024 Call
 

Master data

WKN: PN2556
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 12/20/2024
Issue date: 5/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.93
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -0.06
Time value: 0.23
Break-even: 69.48
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.51
Theta: -0.02
Omega: 14.80
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.260
Low: 0.230
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month  
+60.00%
3 Months  
+166.67%
YTD
  -51.02%
1 Year
  -56.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.360 0.130
6M High / 6M Low: 0.410 0.049
High (YTD): 2/2/2024 0.750
Low (YTD): 7/15/2024 0.049
52W High: 2/2/2024 0.750
52W Low: 7/15/2024 0.049
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.328
Avg. volume 1Y:   0.000
Volatility 1M:   353.60%
Volatility 6M:   265.95%
Volatility 1Y:   206.79%
Volatility 3Y:   -