BNP Paribas Call 200 MPC 20.12.2024
/ DE000PN8ZFA4
BNP Paribas Call 200 MPC 20.12.20.../ DE000PN8ZFA4 /
| 6/18/2024 9:03:57 AM |
Chg.+0.080 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+13.11% |
-
Bid Size: - |
-
Ask Size: - |
Marathon Petroleum C... |
200.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN8ZFA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Marathon Petroleum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-2.63 |
| Time value: |
0.69 |
| Break-even: |
193.12 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
7.46 |
| Rho: |
0.23 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.76% |
| 1 Month |
|
|
-18.82% |
| 3 Months |
|
|
-67.61% |
| YTD |
|
|
+25.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.570 |
| 1M High / 1M Low: |
1.020 |
0.570 |
| 6M High / 6M Low: |
3.530 |
0.550 |
| High (YTD): |
4/5/2024 |
3.530 |
| Low (YTD): |
6/13/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.80% |
| Volatility 6M: |
|
185.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
