BNP Paribas Put 270 MCD 21.03.2025
/ DE000PC9TP59
BNP Paribas Put 270 MCD 21.03.202.../ DE000PC9TP59 /
| 28/06/2024 15:20:14 |
Chg.+0.030 |
Bid28/06/2024 |
Ask28/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+1.62% |
1.880
Bid Size: 14,000 |
1.890
Ask Size: 14,000 |
McDonalds Corp |
270.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
PC9TP5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 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: |
-12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
1.10 |
| Time value: |
0.76 |
| Break-even: |
233.55 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-6.61 |
| Rho: |
-1.03 |
Quote data
| Open: |
1.850 |
| High: |
1.880 |
| Low: |
1.850 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.87% |
| 1 Month |
|
|
-11.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.760 |
| 1M High / 1M Low: |
2.350 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
