BNP Paribas Call 245 MCD 21.03.2025
/ DE000PC9TP26
BNP Paribas Call 245 MCD 21.03.20.../ DE000PC9TP26 /
| 2024-06-28 11:50:38 AM |
Chg.-0.030 |
Bid2024-06-28 |
Ask2024-06-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.590EUR |
-1.15% |
2.590
Bid Size: 11,500 |
2.600
Ask Size: 11,500 |
McDonalds Corp |
245.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9TP2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
1.23 |
| Time value: |
1.40 |
| Break-even: |
255.11 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
6.51 |
| Rho: |
1.06 |
Quote data
| Open: |
2.620 |
| High: |
2.620 |
| Low: |
2.590 |
| Previous Close: |
2.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.47% |
| 1 Month |
|
|
+14.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.550 |
| 1M High / 1M Low: |
3.000 |
2.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
