BNP Paribas Call 240 MDO 17.01.2025
/ DE000PE9A8Q4
BNP Paribas Call 240 MDO 17.01.20.../ DE000PE9A8Q4 /
| 2024-11-25 8:43:31 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.94EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
240.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE9A8Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-11-26 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.17 |
| Parity: |
4.06 |
| Time value: |
1.33 |
| Break-even: |
293.90 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.46 |
| Omega: |
3.96 |
| Rho: |
0.12 |
Quote data
| Open: |
4.72 |
| High: |
4.94 |
| Low: |
4.72 |
| Previous Close: |
4.72 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.66% |
| 3 Months |
|
|
-4.45% |
| YTD |
|
|
-19.02% |
| 1 Year |
|
|
-13.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.94 |
4.72 |
| 6M High / 6M Low: |
7.25 |
1.87 |
| High (YTD): |
2024-10-21 |
7.25 |
| Low (YTD): |
2024-07-10 |
1.87 |
| 52W High: |
2024-10-21 |
7.25 |
| 52W Low: |
2024-07-10 |
1.87 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
104.62% |
| Volatility 1Y: |
|
98.15% |
| Volatility 3Y: |
|
- |
