BNP Paribas Call 160 MPC 21.06.2024
/ DE000PN7CCU0
BNP Paribas Call 160 MPC 21.06.20.../ DE000PN7CCU0 /
| 2024-06-07 9:50:25 PM |
Chg.-0.040 |
Bid9:59:45 PM |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-2.60% |
1.450
Bid Size: 3,700 |
-
Ask Size: - |
Marathon Petroleum C... |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CCU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marathon Petroleum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.24 |
| Parity: |
1.40 |
| Time value: |
0.23 |
| Break-even: |
164.43 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.17 |
| Spread %: |
11.64% |
| Delta: |
0.80 |
| Theta: |
-0.21 |
| Omega: |
8.00 |
| Rho: |
0.04 |
Quote data
| Open: |
1.510 |
| High: |
1.720 |
| Low: |
1.400 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
-28.23% |
| 3 Months |
|
|
-36.17% |
| YTD |
|
|
+85.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.370 |
| 1M High / 1M Low: |
2.220 |
1.240 |
| 6M High / 6M Low: |
5.630 |
0.750 |
| High (YTD): |
2024-04-05 |
5.630 |
| Low (YTD): |
2024-01-19 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.36% |
| Volatility 6M: |
|
176.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
