BNP Paribas Put 270 MCD 21.03.2025
/ DE000PC9TP59
BNP Paribas Put 270 MCD 21.03.202.../ DE000PC9TP59 /
2024-09-25 9:50:32 PM |
Chg.0.000 |
Bid9:51:02 PM |
Ask9:51:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
0.00% |
0.460 Bid Size: 22,000 |
0.470 Ask Size: 22,000 |
McDonalds Corp |
270.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
PC9TP5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
McDonalds Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
270.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-14 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
-2.70 |
Time value: |
0.47 |
Break-even: |
236.57 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
-0.19 |
Theta: |
-0.03 |
Omega: |
-10.93 |
Rho: |
-0.27 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.440 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-29.23% |
1 Month |
|
|
-39.47% |
3 Months |
|
|
-76.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.460 |
1M High / 1M Low: |
0.850 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.677 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |