BNP Paribas Call 255 MCD 21.03.2025
/ DE000PC9TP00
BNP Paribas Call 255 MCD 21.03.20.../ DE000PC9TP00 /
| 11/14/2024 8:13:52 AM |
Chg.-0.05 |
Bid6:24:40 PM |
Ask6:24:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.42EUR |
-1.12% |
4.49
Bid Size: 15,000 |
4.50
Ask Size: 15,000 |
McDonalds Corp |
255.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PC9TP0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
4.01 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
4.01 |
| Time value: |
0.45 |
| Break-even: |
285.94 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
5.67 |
| Rho: |
0.73 |
Quote data
| Open: |
4.42 |
| High: |
4.42 |
| Low: |
4.42 |
| Previous Close: |
4.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.49% |
| 1 Month |
|
|
-13.50% |
| 3 Months |
|
|
+70.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.77 |
4.18 |
| 1M High / 1M Low: |
6.15 |
3.95 |
| 6M High / 6M Low: |
6.15 |
1.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.46% |
| Volatility 6M: |
|
129.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
