BNP Paribas Put 280 MCD 15.12.202.../  DE000PD3VM45  /

Frankfurt Zert./BNP
1/31/2023  9:50:28 PM Chg.+0.140 Bid9:51:49 PM Ask9:51:49 PM Underlying Strike price Expiration date Option type
2.200EUR +6.80% 2.180
Bid Size: 13,500
2.190
Ask Size: 13,500
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: -12.18
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 2.55
Historic volatility: 0.18
Parity: 0.84
Time value: 1.21
Break-even: 237.56
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.49%
Delta: -0.03
Theta: 0.10
Omega: -0.31
Rho: -0.23
 

Quote data

Open: 2.040
High: 2.340
Low: 2.020
Previous Close: 2.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.33%
1 Month
  -10.57%
3 Months
  -19.12%
YTD
  -10.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.150 1.890
1M High / 1M Low: 2.710 1.890
6M High / 6M Low: 5.380 1.890
High (YTD): 1/5/2023 2.710
Low (YTD): 1/26/2023 1.890
52W High: - -
52W Low: - -
Avg. price 1W:   2.012
Avg. volume 1W:   0.000
Avg. price 1M:   2.261
Avg. volume 1M:   0.000
Avg. price 6M:   3.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.10%
Volatility 6M:   85.13%
Volatility 1Y:   -
Volatility 3Y:   -