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

Frankfurt Zert./BNP
2024-09-20  9:50:31 PM Chg.-0.230 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
3.350EUR -6.42% 3.380
Bid Size: 8,900		 3.390
Ask Size: 8,900		 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: 4.19
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 1.91
Implied volatility: 0.77
Historic volatility: 0.25
Parity: 1.91
Time value: 1.65
Break-even: 165.60
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.71
Theta: -0.10
Omega: 2.98
Rho: 0.23
 

Quote data

Open: 3.550
High: 3.550
Low: 3.150
Previous Close: 3.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.30%
1 Month
  -18.29%
3 Months
  -26.05%
YTD  
+13.18%
1 Year
  -14.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.580 3.110
1M High / 1M Low: 4.670 2.990
6M High / 6M Low: 8.740 2.990
High (YTD): 2024-04-05 8.740
Low (YTD): 2024-09-11 2.990
52W High: 2024-04-05 8.740
52W Low: 2023-12-07 2.710
Avg. price 1W:   3.370
Avg. volume 1W:   0.000
Avg. price 1M:   3.777
Avg. volume 1M:   0.000
Avg. price 6M:   4.987
Avg. volume 6M:   0.000
Avg. price 1Y:   4.411
Avg. volume 1Y:   0.000
Volatility 1M:   100.13%
Volatility 6M:   90.60%
Volatility 1Y:   86.52%
Volatility 3Y:   -