BNP Paribas Put 260 MCD 21.03.2025
/ DE000PC9TP42
BNP Paribas Put 260 MCD 21.03.202.../ DE000PC9TP42 /
06/09/2024 21:50:28 |
Chg.-0.010 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-1.82% |
0.550 Bid Size: 21,500 |
0.560 Ask Size: 21,500 |
McDonalds Corp |
260.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
PC9TP4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
14/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-46.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.15 |
Parity: |
-2.66 |
Time value: |
0.56 |
Break-even: |
228.94 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
-0.20 |
Theta: |
-0.03 |
Omega: |
-9.56 |
Rho: |
-0.32 |
Quote data
Open: |
0.540 |
High: |
0.550 |
Low: |
0.510 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-53.45% |
3 Months |
|
|
-63.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.500 |
1M High / 1M Low: |
1.160 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.554 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.713 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |