BNP Paribas Put 240 MCD 20.09.2024
/ DE000PG2P5E1
BNP Paribas Put 240 MCD 20.09.202.../ DE000PG2P5E1 /
| 08/07/2024 21:50:30 |
Chg.+0.100 |
Bid21:55:33 |
Ask21:55:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+24.39% |
0.490
Bid Size: 14,000 |
0.500
Ask Size: 14,000 |
McDonalds Corp |
240.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PG2P5E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
-1.02 |
| Time value: |
0.41 |
| Break-even: |
217.59 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.28 |
| Theta: |
-0.04 |
| Omega: |
-15.75 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.400 |
| High: |
0.510 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.390 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
