BNP Paribas Put 250 MDO 16.01.202.../  DE000PC61102  /

Frankfurt Zert./BNP
7/31/2024  9:50:27 PM Chg.+0.020 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
1.540EUR +1.32% 1.550
Bid Size: 11,500
1.560
Ask Size: 11,500
MCDONALDS CORP. DL... 250.00 - 1/16/2026 Put
 

Master data

WKN: PC6110
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Put
Strike price: 250.00 -
Maturity: 1/16/2026
Issue date: 3/21/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.00
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.37
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 0.37
Time value: 1.17
Break-even: 234.60
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.65%
Delta: -0.39
Theta: -0.01
Omega: -6.19
Rho: -1.62
 

Quote data

Open: 1.530
High: 1.620
Low: 1.500
Previous Close: 1.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.00%
1 Month
  -15.38%
3 Months  
+16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.060 1.520
1M High / 1M Low: 2.190 1.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.858
Avg. volume 1W:   0.000
Avg. price 1M:   1.910
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -