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

Frankfurt Zert./BNP
2024-05-28  1:20:59 PM Chg.0.000 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.180
Bid Size: 16,000		 0.210
Ask Size: 16,000		 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: 31.44
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.15
Parity: -1.21
Time value: 0.20
Break-even: 77.00
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.27
Theta: -0.01
Omega: 8.53
Rho: 0.10
 

Quote data

Open: 0.180
High: 0.190
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -48.57%
3 Months
  -65.38%
YTD
  -65.38%
1 Year
  -81.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.180
1M High / 1M Low: 0.440 0.180
6M High / 6M Low: 0.770 0.180
High (YTD): 2024-02-02 0.770
Low (YTD): 2024-05-27 0.180
52W High: 2023-05-29 0.960
52W Low: 2024-05-27 0.180
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.534
Avg. volume 1Y:   0.000
Volatility 1M:   176.36%
Volatility 6M:   127.46%
Volatility 1Y:   114.90%
Volatility 3Y:   -