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BNP Paribas Call 130 MPC 17.01.20.../  DE000PN23PT6  /

Frankfurt Zert./BNP
2024-06-18  7:50:32 PM Chg.+0.020 Bid7:50:48 PM Ask7:50:48 PM Underlying Strike price Expiration date Option type
4.470EUR +0.45% 4.480
Bid Size: 8,400		 4.500
Ask Size: 8,400		 Marathon Petroleum C... 130.00 - 2025-01-17 Call
 

Master data

WKN: PN23PT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Marathon Petroleum Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-05-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 2.99
Implied volatility: 0.58
Historic volatility: 0.24
Parity: 2.99
Time value: 1.49
Break-even: 174.80
Moneyness: 1.23
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.45%
Delta: 0.77
Theta: -0.06
Omega: 2.74
Rho: 0.46
 

Quote data

Open: 4.420
High: 4.740
Low: 4.420
Previous Close: 4.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.10%
1 Month
  -13.04%
3 Months
  -30.59%
YTD  
+51.01%
1 Year  
+214.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.710 4.170
1M High / 1M Low: 5.140 4.170
6M High / 6M Low: 8.740 2.960
High (YTD): 2024-04-05 8.740
Low (YTD): 2024-01-17 3.280
52W High: 2024-04-05 8.740
52W Low: 2023-06-22 1.280
Avg. price 1W:   4.414
Avg. volume 1W:   0.000
Avg. price 1M:   4.702
Avg. volume 1M:   0.000
Avg. price 6M:   5.108
Avg. volume 6M:   0.000
Avg. price 1Y:   3.989
Avg. volume 1Y:   0.000
Volatility 1M:   73.03%
Volatility 6M:   81.17%
Volatility 1Y:   78.82%
Volatility 3Y:   -