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

EUWAX
2024-06-19  8:39:58 AM Chg.+0.05 Bid6:23:31 PM Ask6:23:31 PM Underlying Strike price Expiration date Option type
3.05EUR +1.67% 2.94
Bid Size: 1,950		 2.96
Ask Size: 1,950		 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: 5.21
Leverage: Yes

Calculated values

Fair value: 2.67
Intrinsic value: 2.09
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 2.09
Time value: 0.99
Break-even: 170.48
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.33%
Delta: 0.76
Theta: -0.04
Omega: 3.99
Rho: 0.53
 

Quote data

Open: 3.05
High: 3.05
Low: 3.05
Previous Close: 3.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.86%
1 Month
  -8.41%
3 Months
  -39.60%
YTD  
+53.27%
1 Year  
+242.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.31 2.76
1M High / 1M Low: 3.70 2.76
6M High / 6M Low: 7.03 1.99
High (YTD): 2024-04-05 7.03
Low (YTD): 2024-01-18 2.22
52W High: 2024-04-05 7.03
52W Low: 2023-06-22 0.80
Avg. price 1W:   2.98
Avg. volume 1W:   0.00
Avg. price 1M:   3.27
Avg. volume 1M:   0.00
Avg. price 6M:   3.77
Avg. volume 6M:   0.00
Avg. price 1Y:   2.89
Avg. volume 1Y:   0.00
Volatility 1M:   97.66%
Volatility 6M:   109.61%
Volatility 1Y:   100.31%
Volatility 3Y:   -