OverviewChartNewsTraderScreen

BNP Paribas Call 140 MPC 20.12.20.../  DE000PN23PN9  /

Frankfurt Zert./BNP
2024-06-18  6:35:38 PM Chg.+0.020 Bid6:43:33 PM Ask6:43:33 PM Underlying Strike price Expiration date Option type
3.610EUR +0.56% 3.640
Bid Size: 7,400		 3.650
Ask Size: 7,400		 Marathon Petroleum C... 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN23PN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Marathon Petroleum Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 3.31
Intrinsic value: 2.95
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 2.95
Time value: 0.65
Break-even: 166.36
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.84
Theta: -0.04
Omega: 3.72
Rho: 0.50
 

Quote data

Open: 3.570
High: 3.880
Low: 3.570
Previous Close: 3.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.99%
1 Month
  -15.65%
3 Months
  -35.30%
YTD  
+53.62%
1 Year  
+234.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.840 3.330
1M High / 1M Low: 4.270 3.330
6M High / 6M Low: 7.850 2.350
High (YTD): 2024-04-05 7.850
Low (YTD): 2024-01-18 2.630
52W High: 2024-04-05 7.850
52W Low: 2023-06-22 0.960
Avg. price 1W:   3.558
Avg. volume 1W:   0.000
Avg. price 1M:   3.843
Avg. volume 1M:   0.000
Avg. price 6M:   4.309
Avg. volume 6M:   0.000
Avg. price 1Y:   3.320
Avg. volume 1Y:   0.000
Volatility 1M:   85.45%
Volatility 6M:   92.61%
Volatility 1Y:   89.12%
Volatility 3Y:   -