BNP Paribas Call 240 MCD 20.06.2025
/ DE000PC9XKL7
BNP Paribas Call 240 MCD 20.06.20.../ DE000PC9XKL7 /
| 14/11/2024 21:50:37 |
Chg.+0.110 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.120EUR |
+1.83% |
6.150
Bid Size: 7,500 |
6.170
Ask Size: 7,500 |
McDonalds Corp |
240.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9XKL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.89 |
| Intrinsic value: |
5.43 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
5.43 |
| Time value: |
0.61 |
| Break-even: |
287.55 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
4.28 |
| Rho: |
1.18 |
Quote data
| Open: |
5.990 |
| High: |
6.240 |
| Low: |
5.970 |
| Previous Close: |
6.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.75% |
| 1 Month |
|
|
-13.19% |
| 3 Months |
|
|
+55.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.350 |
5.680 |
| 1M High / 1M Low: |
7.590 |
5.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
