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BNP Paribas Call 140 CHV 17.01.20.../  DE000PN28DJ2  /

Frankfurt Zert./BNP
9/20/2024  9:50:23 PM Chg.+0.010 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
1.020EUR +0.99% 1.030
Bid Size: 23,000		 1.050
Ask Size: 23,000		 CHEVRON CORP. D... 140.00 - 1/17/2025 Call
 

Master data

WKN: PN28DJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.43
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.18
Parity: -0.95
Time value: 1.05
Break-even: 150.50
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 1.94%
Delta: 0.46
Theta: -0.06
Omega: 5.76
Rho: 0.16
 

Quote data

Open: 0.980
High: 1.030
Low: 0.910
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.93%
1 Month
  -9.73%
3 Months
  -48.48%
YTD
  -49.75%
1 Year
  -70.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.850
1M High / 1M Low: 1.290 0.690
6M High / 6M Low: 2.920 0.690
High (YTD): 4/26/2024 2.920
Low (YTD): 9/11/2024 0.690
52W High: 9/27/2023 3.880
52W Low: 9/11/2024 0.690
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.984
Avg. volume 1M:   0.000
Avg. price 6M:   1.893
Avg. volume 6M:   0.000
Avg. price 1Y:   2.040
Avg. volume 1Y:   0.000
Volatility 1M:   160.50%
Volatility 6M:   113.52%
Volatility 1Y:   106.14%
Volatility 3Y:   -