BNP Paribas Call 250 MDO 16.01.2026
/ DE000PC1FUR7
BNP Paribas Call 250 MDO 16.01.20.../ DE000PC1FUR7 /
2024-09-20 9:50:43 PM |
Chg.+0.240 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.630EUR |
+4.45% |
5.580 Bid Size: 8,500 |
5.620 Ask Size: 8,500 |
MCDONALDS CORP. DL... |
250.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1FUR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MCDONALDS CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.41 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.36 |
Historic volatility: |
0.15 |
Parity: |
1.59 |
Time value: |
4.03 |
Break-even: |
306.20 |
Moneyness: |
1.06 |
Premium: |
0.15 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
0.72% |
Delta: |
0.68 |
Theta: |
-0.05 |
Omega: |
3.21 |
Rho: |
1.64 |
Quote data
Open: |
5.360 |
High: |
5.630 |
Low: |
5.260 |
Previous Close: |
5.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.18% |
1 Month |
|
|
+10.18% |
3 Months |
|
|
+63.66% |
YTD |
|
|
-7.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.630 |
5.240 |
1M High / 1M Low: |
5.630 |
4.840 |
6M High / 6M Low: |
5.630 |
2.570 |
High (YTD): |
2024-01-24 |
6.580 |
Low (YTD): |
2024-07-09 |
2.570 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.019 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.03% |
Volatility 6M: |
|
86.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |