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BNP Paribas Call 140 MPC 17.01.20.../  DE000PN23PU4  /

Frankfurt Zert./BNP
2024-06-18  9:50:25 PM Chg.+0.060 Bid8:00:37 AM Ask- Underlying Strike price Expiration date Option type
3.770EUR +1.62% 3.750
Bid Size: 2,000		 -
Ask Size: -		 Marathon Petroleum C... 140.00 USD 2025-01-17 Call
 

Master data

WKN: PN23PU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Marathon Petroleum Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 3.37
Intrinsic value: 2.95
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 2.95
Time value: 0.77
Break-even: 167.56
Moneyness: 1.23
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.54%
Delta: 0.82
Theta: -0.04
Omega: 3.54
Rho: 0.55
 

Quote data

Open: 3.680
High: 3.990
Low: 3.680
Previous Close: 3.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.59%
1 Month
  -13.93%
3 Months
  -36.64%
YTD  
+54.51%
1 Year  
+233.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.770 3.440
1M High / 1M Low: 4.380 3.440
6M High / 6M Low: 7.930 2.440
High (YTD): 2024-04-05 7.930
Low (YTD): 2024-01-19 2.730
52W High: 2024-04-05 7.930
52W Low: 2023-06-22 1.020
Avg. price 1W:   3.636
Avg. volume 1W:   0.000
Avg. price 1M:   3.946
Avg. volume 1M:   0.000
Avg. price 6M:   4.418
Avg. volume 6M:   3.200
Avg. price 1Y:   3.410
Avg. volume 1Y:   1.563
Volatility 1M:   80.44%
Volatility 6M:   90.04%
Volatility 1Y:   86.46%
Volatility 3Y:   -