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BNP Paribas Call 200 MPC 17.01.20.../  DE000PN8ZFB2  /

EUWAX
2024-06-14  9:04:50 AM Chg.+0.080 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.770EUR +11.59% -
Bid Size: -		 -
Ask Size: -		 Marathon Petroleum C... 200.00 USD 2025-01-17 Call
 

Master data

WKN: PN8ZFB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Marathon Petroleum Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.63
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -2.80
Time value: 0.77
Break-even: 194.53
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.33
Theta: -0.04
Omega: 6.86
Rho: 0.27
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.09%
1 Month
  -24.51%
3 Months
  -60.31%
YTD  
+26.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.690
1M High / 1M Low: 1.170 0.690
6M High / 6M Low: 3.610 0.610
High (YTD): 2024-04-05 3.610
Low (YTD): 2024-06-13 0.690
52W High: - -
52W Low: - -
Avg. price 1W:   0.840
Avg. volume 1W:   0.000
Avg. price 1M:   0.958
Avg. volume 1M:   0.000
Avg. price 6M:   1.430
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.45%
Volatility 6M:   174.07%
Volatility 1Y:   -
Volatility 3Y:   -