BNP Paribas Call 255 MCD 20.06.2025
/ DE000PG3Q1F5
BNP Paribas Call 255 MCD 20.06.20.../ DE000PG3Q1F5 /
8/1/2024 8:50:26 PM |
Chg.+0.020 |
Bid9:13:34 PM |
Ask9:13:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.790EUR |
+0.72% |
2.930 Bid Size: 23,000 |
2.940 Ask Size: 23,000 |
McDonalds Corp |
255.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
PG3Q1F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
255.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.35 |
Intrinsic value: |
0.96 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
0.96 |
Time value: |
1.77 |
Break-even: |
262.89 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.37% |
Delta: |
0.68 |
Theta: |
-0.04 |
Omega: |
6.15 |
Rho: |
1.24 |
Quote data
Open: |
2.720 |
High: |
2.820 |
Low: |
2.610 |
Previous Close: |
2.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+36.10% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.880 |
2.010 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |