BNP Paribas Put 240 MDO 16.01.2026
/ DE000PC7Z7A7
BNP Paribas Put 240 MDO 16.01.202.../ DE000PC7Z7A7 /
9/6/2024 9:50:35 PM |
Chg.0.000 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
0.00% |
0.860 Bid Size: 14,500 |
0.870 Ask Size: 14,500 |
MCDONALDS CORP. DL... |
240.00 - |
1/16/2026 |
Put |
Master data
WKN: |
PC7Z7A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MCDONALDS CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 - |
Maturity: |
1/16/2026 |
Issue date: |
4/9/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-30.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.15 |
Parity: |
-2.12 |
Time value: |
0.87 |
Break-even: |
231.30 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.16% |
Delta: |
-0.24 |
Theta: |
-0.01 |
Omega: |
-7.07 |
Rho: |
-0.95 |
Quote data
Open: |
0.840 |
High: |
0.850 |
Low: |
0.820 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.94% |
1 Month |
|
|
-31.45% |
3 Months |
|
|
-38.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.780 |
1M High / 1M Low: |
1.300 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.840 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.944 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |