BNP Paribas Call 360 MDO 16.01.20.../  DE000PC360J9  /

EUWAX
09/07/2024  08:06:54 Chg.-0.010 Bid13:20:38 Ask13:20:38 Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.250
Bid Size: 23,000
0.270
Ask Size: 23,000
MCDONALDS CORP. DL... 360.00 - 16/01/2026 Call
 

Master data

WKN: PC360J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 16/01/2026
Issue date: 30/01/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 88.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.14
Parity: -13.12
Time value: 0.26
Break-even: 362.60
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.10
Theta: -0.01
Omega: 8.56
Rho: 0.30
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -19.35%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.330 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -