BNP Paribas Call 295 MCD 21.03.2025
/ DE000PC9TPM2
BNP Paribas Call 295 MCD 21.03.20.../ DE000PC9TPM2 /
| 14/11/2024 08:13:51 |
Chg.-0.05 |
Bid21:25:08 |
Ask21:25:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-3.27% |
1.60
Bid Size: 22,000 |
1.61
Ask Size: 22,000 |
McDonalds Corp |
295.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC9TPM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 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: |
18.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.22 |
| Time value: |
1.30 |
| Break-even: |
294.40 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.59 |
| Theta: |
-0.06 |
| Omega: |
10.89 |
| Rho: |
0.52 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.25% |
| 1 Month |
|
|
-40.08% |
| 3 Months |
|
|
+94.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.36 |
| 1M High / 1M Low: |
2.94 |
1.27 |
| 6M High / 6M Low: |
2.94 |
0.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
3.82 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.74% |
| Volatility 6M: |
|
213.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
