BNP Paribas Put 280 MCD 15.12.2023
/ DE000PD3VM45
BNP Paribas Put 280 MCD 15.12.202.../ DE000PD3VM45 /
| 3/21/2023 8:50:31 PM |
Chg.-0.020 |
Bid8:59:58 PM |
Ask8:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
-1.01% |
-
Bid Size: - |
-
Ask Size: - |
McDonald's Corp |
280.00 USD |
12/15/2023 |
Put |
Master data
| WKN: |
PD3VM4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
McDonald's Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
280.00 USD |
| Maturity: |
12/15/2023 |
| Issue date: |
3/23/2022 |
| Last trading day: |
12/14/2023 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
2.92 |
| Historic volatility: |
0.17 |
| Parity: |
0.86 |
| Time value: |
1.14 |
| Break-even: |
241.23 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
-0.02 |
| Theta: |
0.12 |
| Omega: |
-0.28 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.970 |
| High: |
2.070 |
| Low: |
1.890 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-5.31% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-20.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
1.980 |
| 1M High / 1M Low: |
2.430 |
1.840 |
| 6M High / 6M Low: |
5.380 |
1.840 |
| High (YTD): |
1/5/2023 |
2.710 |
| Low (YTD): |
3/6/2023 |
1.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.34% |
| Volatility 6M: |
|
96.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |