OverviewChartNewsTraderScreen

BNP Paribas Call 170 MPC 21.06.20.../  DE000PN77LE3  /

EUWAX
2024-05-22  8:16:49 AM Chg.-0.030 Bid11:42:06 AM Ask11:42:06 AM Underlying Strike price Expiration date Option type
0.850EUR -3.41% 0.890
Bid Size: 3,371		 0.990
Ask Size: 3,031		 Marathon Petroleum C... 170.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.31
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.61
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.61
Time value: 0.33
Break-even: 166.02
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.70
Theta: -0.09
Omega: 12.07
Rho: 0.09
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.49%
1 Month
  -68.75%
3 Months
  -19.05%
YTD  
+57.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 0.710
1M High / 1M Low: 3.020 0.710
6M High / 6M Low: 4.650 0.470
High (YTD): 2024-04-05 4.650
Low (YTD): 2024-01-18 0.630
52W High: - -
52W Low: - -
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   1.759
Avg. volume 1M:   0.000
Avg. price 6M:   1.586
Avg. volume 6M:   3.226
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.54%
Volatility 6M:   224.98%
Volatility 1Y:   -
Volatility 3Y:   -