BNP Paribas Call 260 MCD 21.03.2025
/ DE000PC9TPZ4
BNP Paribas Call 260 MCD 21.03.20.../ DE000PC9TPZ4 /
06/09/2024 21:50:34 |
Chg.+0.160 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
3.670EUR |
+4.56% |
3.620 Bid Size: 9,000 |
3.630 Ask Size: 9,000 |
McDonalds Corp |
260.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
PC9TPZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.28 |
Intrinsic value: |
2.66 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
2.66 |
Time value: |
0.97 |
Break-even: |
270.84 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
0.80 |
Theta: |
-0.05 |
Omega: |
5.75 |
Rho: |
0.92 |
Quote data
Open: |
3.470 |
High: |
3.840 |
Low: |
3.420 |
Previous Close: |
3.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.55% |
1 Month |
|
|
+46.80% |
3 Months |
|
|
+118.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.670 |
3.240 |
1M High / 1M Low: |
3.670 |
2.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |