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BNP Paribas Call 80 MDLZ 19.12.20.../  DE000PC1LGW4  /

Frankfurt Zert./BNP
28/06/2024  21:50:33 Chg.-0.030 Bid21:57:20 Ask21:57:20 Underlying Strike price Expiration date Option type
0.250EUR -10.71% 0.260
Bid Size: 19,000		 0.270
Ask Size: 19,000		 Mondelez Internation... 80.00 USD 19/12/2025 Call
 

Master data

WKN: PC1LGW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.62
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -1.36
Time value: 0.27
Break-even: 77.37
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.32
Theta: -0.01
Omega: 7.16
Rho: 0.24
 

Quote data

Open: 0.280
High: 0.280
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -30.56%
3 Months
  -50.98%
YTD
  -62.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.370 0.250
6M High / 6M Low: 0.870 0.250
High (YTD): 02/02/2024 0.870
Low (YTD): 28/06/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.541
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.69%
Volatility 6M:   99.67%
Volatility 1Y:   -
Volatility 3Y:   -