BNP Paribas Call 265 MCD 21.03.2025
/ DE000PC9TPX9
BNP Paribas Call 265 MCD 21.03.20.../ DE000PC9TPX9 /
| 06/09/2024 21:50:45 |
Chg.+0.170 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
+5.40% |
3.270
Bid Size: 9,500 |
3.280
Ask Size: 9,500 |
McDonalds Corp |
265.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC9TPX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 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: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
2.21 |
| Time value: |
1.08 |
| Break-even: |
271.96 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
6.10 |
| Rho: |
0.90 |
Quote data
| Open: |
3.120 |
| High: |
3.480 |
| Low: |
3.080 |
| Previous Close: |
3.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.67% |
| 1 Month |
|
|
+50.23% |
| 3 Months |
|
|
+130.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.320 |
2.900 |
| 1M High / 1M Low: |
3.320 |
1.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
