BNP Paribas Call 170 MPC 21.06.2024
/ DE000PN77LE3
BNP Paribas Call 170 MPC 21.06.20.../ DE000PN77LE3 /
6/19/2024 1:35:19 PM |
Chg.-0.060 |
Bid4:47:01 PM |
Ask4:47:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-23.08% |
0.220 Bid Size: 10,000 |
0.240 Ask Size: 10,000 |
Marathon Petroleum C... |
170.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
PN77LE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Marathon Petroleum Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
9/7/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
0.23 |
Time value: |
0.10 |
Break-even: |
161.61 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
2.17 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
0.69 |
Theta: |
-0.44 |
Omega: |
33.55 |
Rho: |
0.01 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.200 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-69.23% |
1 Month |
|
|
-76.74% |
3 Months |
|
|
-92.86% |
YTD |
|
|
-62.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.210 |
1M High / 1M Low: |
1.260 |
0.210 |
6M High / 6M Low: |
4.650 |
0.210 |
High (YTD): |
4/5/2024 |
4.650 |
Low (YTD): |
6/17/2024 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.595 |
Avg. volume 6M: |
|
3.226 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
372.34% |
Volatility 6M: |
|
257.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |