BNP Paribas Call 275 MCD 21.03.2025
/ DE000PC9TPU5
BNP Paribas Call 275 MCD 21.03.20.../ DE000PC9TPU5 /
| 06/09/2024 21:50:32 |
Chg.+0.150 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+6.00% |
2.610
Bid Size: 10,500 |
2.620
Ask Size: 10,500 |
McDonalds Corp |
275.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC9TPU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 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: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
1.31 |
| Time value: |
1.31 |
| Break-even: |
274.28 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
6.99 |
| Rho: |
0.84 |
Quote data
| Open: |
2.470 |
| High: |
2.800 |
| Low: |
2.430 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
+56.80% |
| 3 Months |
|
|
+154.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.270 |
| 1M High / 1M Low: |
2.650 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.462 |
| Avg. volume 1W: |
|
820 |
| Avg. price 1M: |
|
2.166 |
| Avg. volume 1M: |
|
186.364 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
