BNP Paribas Put 240 MDO 16.01.2026
/ DE000PC7Z7A7
BNP Paribas Put 240 MDO 16.01.202.../ DE000PC7Z7A7 /
| 10/11/2024 5:21:26 PM |
Chg.0.000 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
0.00% |
0.540
Bid Size: 35,000 |
0.550
Ask Size: 35,000 |
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: |
-50.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-3.81 |
| Time value: |
0.55 |
| Break-even: |
234.50 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-8.09 |
| Rho: |
-0.63 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-32.50% |
| 3 Months |
|
|
-64.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.540 |
| 1M High / 1M Low: |
0.800 |
0.540 |
| 6M High / 6M Low: |
1.800 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.61% |
| Volatility 6M: |
|
95.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
