BNP Paribas Put 270 MCD 21.03.2025
/ DE000PC9TP59
BNP Paribas Put 270 MCD 21.03.202.../ DE000PC9TP59 /
| 8/1/2024 8:50:40 PM |
Chg.+0.050 |
Bid8:51:38 PM |
Ask8:51:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
+3.23% |
1.560
Bid Size: 30,000 |
1.570
Ask Size: 30,000 |
McDonalds Corp |
270.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
PC9TP5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.42 |
| Time value: |
1.16 |
| Break-even: |
233.65 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-7.03 |
| Rho: |
-0.81 |
Quote data
| Open: |
1.570 |
| High: |
1.690 |
| Low: |
1.510 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.33% |
| 1 Month |
|
|
-31.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
1.510 |
| 1M High / 1M Low: |
2.640 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
