BNP Paribas Call 255 MCD 21.03.2025
/ DE000PC9TP00
BNP Paribas Call 255 MCD 21.03.20.../ DE000PC9TP00 /
| 2024-07-31 8:11:39 AM |
Chg.+0.32 |
Bid5:42:15 PM |
Ask5:42:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
+15.09% |
2.41
Bid Size: 23,000 |
2.42
Ask Size: 23,000 |
McDonalds Corp |
255.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9TP0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 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: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
1.06 |
| Time value: |
1.40 |
| Break-even: |
260.37 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
6.91 |
| Rho: |
0.93 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.23% |
| 1 Month |
|
|
+21.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.70 |
| 1M High / 1M Low: |
2.20 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
