BNP Paribas Call 60 MDLZ 19.12.2025
/ DE000PC1LGU8
BNP Paribas Call 60 MDLZ 19.12.20.../ DE000PC1LGU8 /
| 11/15/2024 9:14:55 AM |
Chg.-0.040 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-4.08% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
60.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LGU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
0.43 |
| Time value: |
0.47 |
| Break-even: |
65.99 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.87 |
| Rho: |
0.38 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.05% |
| 1 Month |
|
|
-30.37% |
| 3 Months |
|
|
-29.32% |
| YTD |
|
|
-43.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.940 |
| 1M High / 1M Low: |
1.400 |
0.940 |
| 6M High / 6M Low: |
1.710 |
0.940 |
| High (YTD): |
2/5/2024 |
2.030 |
| Low (YTD): |
11/15/2024 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.44% |
| Volatility 6M: |
|
72.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
