BNP Paribas Call 290 MCD 21.03.2025
/ DE000PC9TPN0
BNP Paribas Call 290 MCD 21.03.20.../ DE000PC9TPN0 /
10/11/2024 9:20:46 AM |
Chg.0.000 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
0.00% |
2.430 Bid Size: 5,000 |
2.440 Ask Size: 5,000 |
McDonalds Corp |
290.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
PC9TPN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
290.00 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: |
11.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.10 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
1.28 |
Time value: |
1.17 |
Break-even: |
289.74 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
0.70 |
Theta: |
-0.06 |
Omega: |
7.92 |
Rho: |
0.75 |
Quote data
Open: |
2.400 |
High: |
2.430 |
Low: |
2.400 |
Previous Close: |
2.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+39.66% |
3 Months |
|
|
+341.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
2.300 |
1M High / 1M Low: |
2.450 |
1.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |