BNP Paribas Call 140 MPC 20.12.2024
/ DE000PN23PN9
BNP Paribas Call 140 MPC 20.12.20.../ DE000PN23PN9 /
2024-06-19 7:50:39 PM |
Chg.-0.160 |
Bid7:53:16 PM |
Ask7:53:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.520EUR |
-4.35% |
3.510 Bid Size: 1,416 |
3.530 Ask Size: 1,416 |
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: |
4.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.37 |
Intrinsic value: |
3.02 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
3.02 |
Time value: |
0.65 |
Break-even: |
167.07 |
Moneyness: |
1.23 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
0.84 |
Theta: |
-0.04 |
Omega: |
3.67 |
Rho: |
0.49 |
Quote data
Open: |
3.650 |
High: |
3.650 |
Low: |
3.450 |
Previous Close: |
3.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.71% |
1 Month |
|
|
-17.76% |
3 Months |
|
|
-39.83% |
YTD |
|
|
+49.79% |
1 Year |
|
|
+228.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.680 |
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: |
|
3.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.835 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.317 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.322 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
83.89% |
Volatility 6M: |
|
92.57% |
Volatility 1Y: |
|
88.96% |
Volatility 3Y: |
|
- |