BNP Paribas Call 245 MCD 21.03.2025
/ DE000PC9TP26
BNP Paribas Call 245 MCD 21.03.20.../ DE000PC9TP26 /
| 25/09/2024 08:14:25 |
Chg.+0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.40EUR |
+0.37% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
245.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC9TP2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 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: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
4.94 |
| Time value: |
0.55 |
| Break-even: |
273.83 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.46 |
| Rho: |
0.92 |
Quote data
| Open: |
5.40 |
| High: |
5.40 |
| Low: |
5.40 |
| Previous Close: |
5.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
+94.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.38 |
4.93 |
| 1M High / 1M Low: |
5.38 |
4.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
