BNP Paribas Call 245 MCD 21.03.2025
/ DE000PC9TP26
BNP Paribas Call 245 MCD 21.03.20.../ DE000PC9TP26 /
01/08/2024 10:21:16 |
Chg.-0.050 |
Bid01/08/2024 |
Ask01/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.980EUR |
-1.65% |
2.980 Bid Size: 10,500 |
2.990 Ask Size: 10,500 |
McDonalds Corp |
245.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
PC9TP2 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
245.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.70 |
Intrinsic value: |
1.88 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
1.88 |
Time value: |
1.12 |
Break-even: |
256.35 |
Moneyness: |
1.08 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.33% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
6.23 |
Rho: |
1.00 |
Quote data
Open: |
2.990 |
High: |
3.000 |
Low: |
2.980 |
Previous Close: |
3.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+34.23% |
1 Month |
|
|
+44.66% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.150 |
2.180 |
1M High / 1M Low: |
3.150 |
1.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |