BNP Paribas Call 140 CHV 17.01.2025
/ DE000PN28DJ2
BNP Paribas Call 140 CHV 17.01.20.../ DE000PN28DJ2 /
| 25/06/2024 09:03:28 |
Chg.+0.33 |
Bid14:05:04 |
Ask14:05:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+16.84% |
2.22
Bid Size: 13,000 |
2.24
Ask Size: 13,000 |
CHEVRON CORP. D... |
140.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
12/05/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
0.84 |
| Time value: |
1.42 |
| Break-even: |
162.60 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
4.35 |
| Rho: |
0.43 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.82% |
| 1 Month |
|
|
+7.51% |
| 3 Months |
|
|
+3.15% |
| YTD |
|
|
+13.93% |
| 1 Year |
|
|
-7.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.81 |
| 1M High / 1M Low: |
2.48 |
1.77 |
| 6M High / 6M Low: |
2.87 |
1.43 |
| High (YTD): |
30/04/2024 |
2.87 |
| Low (YTD): |
23/01/2024 |
1.43 |
| 52W High: |
27/09/2023 |
3.87 |
| 52W Low: |
23/01/2024 |
1.43 |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
103.87% |
| Volatility 6M: |
|
87.10% |
| Volatility 1Y: |
|
85.92% |
| Volatility 3Y: |
|
- |
