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BNP Paribas Call 80 MDLZ 17.01.20.../  DE000PN256C1  /

Frankfurt Zert./BNP
06/06/2024  21:50:27 Chg.+0.009 Bid21:58:09 Ask21:58:09 Underlying Strike price Expiration date Option type
0.073EUR +14.06% 0.071
Bid Size: 23,000		 0.091
Ask Size: 23,000		 Mondelez Internation... 80.00 USD 17/01/2025 Call
 

Master data

WKN: PN256C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 17/01/2025
Issue date: 11/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.70
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.11
Time value: 0.09
Break-even: 74.48
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 35.82%
Delta: 0.19
Theta: -0.01
Omega: 13.13
Rho: 0.07
 

Quote data

Open: 0.066
High: 0.079
Low: 0.061
Previous Close: 0.064
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.85%
3 Months
  -70.80%
YTD
  -77.19%
1 Year
  -87.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.064
1M High / 1M Low: 0.170 0.057
6M High / 6M Low: 0.510 0.057
High (YTD): 02/02/2024 0.510
Low (YTD): 29/05/2024 0.057
52W High: 03/08/2023 0.650
52W Low: 29/05/2024 0.057
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.336
Avg. volume 1Y:   0.000
Volatility 1M:   220.03%
Volatility 6M:   161.66%
Volatility 1Y:   141.96%
Volatility 3Y:   -