BNP Paribas Call 60 MDLZ 16.01.2026
/ DE000PC1LGX2
BNP Paribas Call 60 MDLZ 16.01.20.../ DE000PC1LGX2 /
| 15/11/2024 09:14:55 |
Chg.-0.040 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LGX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.43 |
| Time value: |
0.49 |
| Break-even: |
66.19 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.77 |
| Rho: |
0.41 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.03% |
| 1 Month |
|
|
-32.87% |
| 3 Months |
|
|
-28.36% |
| YTD |
|
|
-42.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.960 |
| 1M High / 1M Low: |
1.430 |
0.960 |
| 6M High / 6M Low: |
1.730 |
0.960 |
| High (YTD): |
05/02/2024 |
2.050 |
| Low (YTD): |
15/11/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.78% |
| Volatility 6M: |
|
70.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
