BNP Paribas Call 305 MCD 21.03.2025
/ DE000PC9TPK6
BNP Paribas Call 305 MCD 21.03.20.../ DE000PC9TPK6 /
11/10/2024 10:50:43 |
Chg.-0.020 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
-1.28% |
1.540 Bid Size: 12,500 |
1.550 Ask Size: 12,500 |
McDonalds Corp |
305.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
PC9TPK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
305.00 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: |
17.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.15 |
Parity: |
-0.09 |
Time value: |
1.58 |
Break-even: |
294.76 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.64% |
Delta: |
0.56 |
Theta: |
-0.06 |
Omega: |
9.86 |
Rho: |
0.62 |
Quote data
Open: |
1.540 |
High: |
1.560 |
Low: |
1.540 |
Previous Close: |
1.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.91% |
1 Month |
|
|
+42.59% |
3 Months |
|
|
+396.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.580 |
1.470 |
1M High / 1M Low: |
1.590 |
1.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.394 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |