BNP Paribas Call 360 MDO 16.01.20.../  DE000PC360J9  /

Frankfurt Zert./BNP
9/26/2024  8:50:37 AM Chg.+0.010 Bid8:55:28 AM Ask8:55:28 AM Underlying Strike price Expiration date Option type
0.840EUR +1.20% 0.840
Bid Size: 3,572
0.850
Ask Size: 3,530
MCDONALDS CORP. DL... 360.00 - 1/16/2026 Call
 

Master data

WKN: PC360J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MCDONALDS CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 1/16/2026
Issue date: 1/30/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.57
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -9.17
Time value: 0.85
Break-even: 368.50
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.22
Theta: -0.03
Omega: 7.08
Rho: 0.68
 

Quote data

Open: 0.850
High: 0.850
Low: 0.840
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+23.53%
3 Months  
+180.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.720
1M High / 1M Low: 0.830 0.630
6M High / 6M Low: 0.830 0.200
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.733
Avg. volume 1M:   0.000
Avg. price 6M:   0.464
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.32%
Volatility 6M:   160.29%
Volatility 1Y:   -
Volatility 3Y:   -