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BNP Paribas Call 150 MPC 17.01.20.../  DE000PN23PV2  /

Frankfurt Zert./BNP
2024-09-20  8:50:33 PM Chg.-0.260 Bid8:57:20 PM Ask8:57:20 PM Underlying Strike price Expiration date Option type
1.860EUR -12.26% 1.860
Bid Size: 20,000		 1.870
Ask Size: 20,000		 Marathon Petroleum C... 150.00 USD 2025-01-17 Call
 

Master data

WKN: PN23PV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Marathon Petroleum Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 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: 7.06
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.47
Implied volatility: 0.35
Historic volatility: 0.25
Parity: 1.47
Time value: 0.64
Break-even: 155.52
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.75
Theta: -0.05
Omega: 5.29
Rho: 0.30
 

Quote data

Open: 2.090
High: 2.090
Low: 1.770
Previous Close: 2.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.10%
1 Month
  -29.01%
3 Months
  -42.59%
YTD
  -6.53%
1 Year
  -32.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.120 1.750
1M High / 1M Low: 3.090 1.660
6M High / 6M Low: 7.150 1.660
High (YTD): 2024-04-05 7.150
Low (YTD): 2024-09-11 1.660
52W High: 2024-04-05 7.150
52W Low: 2024-09-11 1.660
Avg. price 1W:   1.960
Avg. volume 1W:   0.000
Avg. price 1M:   2.355
Avg. volume 1M:   0.000
Avg. price 6M:   3.546
Avg. volume 6M:   0.000
Avg. price 1Y:   3.127
Avg. volume 1Y:   0.000
Volatility 1M:   135.65%
Volatility 6M:   115.73%
Volatility 1Y:   107.71%
Volatility 3Y:   -