BNP Paribas Call 250 MCD 21.03.2025
/ DE000PC9TP18
BNP Paribas Call 250 MCD 21.03.20.../ DE000PC9TP18 /
| 2024-11-14 8:13:52 AM |
Chg.-0.05 |
Bid10:57:16 AM |
Ask10:57:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.85EUR |
-1.02% |
4.84
Bid Size: 7,500 |
4.85
Ask Size: 7,500 |
McDonalds Corp |
250.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9TP1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.76 |
| Intrinsic value: |
4.48 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
4.48 |
| Time value: |
0.39 |
| Break-even: |
285.31 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.20% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
5.34 |
| Rho: |
0.74 |
Quote data
| Open: |
4.85 |
| High: |
4.85 |
| Low: |
4.85 |
| Previous Close: |
4.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.21% |
| 1 Month |
|
|
-12.30% |
| 3 Months |
|
|
+66.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.21 |
4.60 |
| 1M High / 1M Low: |
6.58 |
4.36 |
| 6M High / 6M Low: |
6.58 |
1.60 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.04% |
| Volatility 6M: |
|
121.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
