BNP Paribas Call 265 MCD 21.03.2025
/ DE000PC9TPX9
BNP Paribas Call 265 MCD 21.03.20.../ DE000PC9TPX9 /
| 14/11/2024 08:13:53 |
Chg.-0.05 |
Bid21:27:33 |
Ask21:27:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
-1.38% |
3.76
Bid Size: 15,000 |
3.77
Ask Size: 15,000 |
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: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
3.06 |
| Time value: |
0.56 |
| Break-even: |
287.01 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
6.63 |
| Rho: |
0.71 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.60% |
| 1 Month |
|
|
-16.74% |
| 3 Months |
|
|
+78.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.93 |
3.37 |
| 1M High / 1M Low: |
5.30 |
3.17 |
| 6M High / 6M Low: |
5.30 |
0.98 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.56% |
| Volatility 6M: |
|
146.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
