BNP Paribas Call 70 MDLZ 16.01.2026
/ DE000PC1LGY0
BNP Paribas Call 70 MDLZ 16.01.20.../ DE000PC1LGY0 /
| 2024-06-06 9:14:08 AM |
Chg.- |
Bid9:01:14 AM |
Ask9:01:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
0.740
Bid Size: 4,055 |
0.770
Ask Size: 3,897 |
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: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.19 |
| Time value: |
0.75 |
| Break-even: |
71.87 |
| Moneyness: |
0.97 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
4.98 |
| Rho: |
0.48 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
-20.65% |
| 3 Months |
|
|
-29.13% |
| YTD |
|
|
-34.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.690 |
| 1M High / 1M Low: |
1.020 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-05 |
1.420 |
| Low (YTD): |
2024-06-04 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
