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

EUWAX
2024-06-20  8:56:18 AM Chg.+0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.100EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 75.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.31
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -0.82
Time value: 0.12
Break-even: 70.99
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 26.32%
Delta: 0.25
Theta: -0.01
Omega: 12.68
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.94%
1 Month
  -62.96%
3 Months
  -75.61%
YTD
  -80.00%
1 Year
  -87.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.087
1M High / 1M Low: 0.270 0.087
6M High / 6M Low: 0.740 0.087
High (YTD): 2024-02-05 0.740
Low (YTD): 2024-06-13 0.087
52W High: 2023-08-03 0.860
52W Low: 2024-06-13 0.087
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.377
Avg. volume 6M:   0.000
Avg. price 1Y:   0.471
Avg. volume 1Y:   0.000
Volatility 1M:   228.80%
Volatility 6M:   152.27%
Volatility 1Y:   128.72%
Volatility 3Y:   -