BNP Paribas Put 280 MCD 21.03.2025
/ DE000PC9TP67
BNP Paribas Put 280 MCD 21.03.202.../ DE000PC9TP67 /
08/07/2024 08:11:24 |
Chg.+0.07 |
Bid17:45:24 |
Ask17:45:24 |
Underlying |
Strike price |
Expiration date |
Option type |
2.95EUR |
+2.43% |
3.13 Bid Size: 21,000 |
3.15 Ask Size: 21,000 |
McDonalds Corp |
280.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
PC9TP6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 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: |
-7.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.67 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
2.67 |
Time value: |
0.26 |
Break-even: |
229.34 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
-0.65 |
Theta: |
-0.01 |
Omega: |
-5.11 |
Rho: |
-1.26 |
Quote data
Open: |
2.95 |
High: |
2.95 |
Low: |
2.95 |
Previous Close: |
2.88 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.79% |
1 Month |
|
|
+32.88% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.15 |
2.57 |
1M High / 1M Low: |
3.15 |
2.28 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.91 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |