BNP Paribas Call 70 MDLZ 16.01.2026
/ DE000PC1LGY0
BNP Paribas Call 70 MDLZ 16.01.20.../ DE000PC1LGY0 /
| 2024-08-05 8:44:00 AM |
Chg.+0.070 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
70.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LGY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.06 |
| Time value: |
0.78 |
| Break-even: |
72.56 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.98 |
| Rho: |
0.48 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.63% |
| 1 Month |
|
|
+24.59% |
| 3 Months |
|
|
-22.45% |
| YTD |
|
|
-32.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.630 |
| 1M High / 1M Low: |
0.700 |
0.490 |
| 6M High / 6M Low: |
1.420 |
0.490 |
| High (YTD): |
2024-02-05 |
1.420 |
| Low (YTD): |
2024-07-16 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.864 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.30% |
| Volatility 6M: |
|
83.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
