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

EUWAX
2024-06-19  9:03:18 AM Chg.-0.010 Bid5:31:56 PM Ask5:31:56 PM Underlying Strike price Expiration date Option type
0.810EUR -1.22% 0.770
Bid Size: 3,897		 0.790
Ask Size: 3,798		 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: 19.12
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -2.57
Time value: 0.84
Break-even: 194.64
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.35
Theta: -0.04
Omega: 6.73
Rho: 0.28
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.96%
1 Month
  -18.18%
3 Months
  -63.35%
YTD  
+32.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 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:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.940
Avg. volume 1M:   0.000
Avg. price 6M:   1.431
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.55%
Volatility 6M:   173.96%
Volatility 1Y:   -
Volatility 3Y:   -