BNP Paribas Call 140 CHV 17.01.2025
/ DE000PN28DJ2
BNP Paribas Call 140 CHV 17.01.20.../ DE000PN28DJ2 /
| 26/09/2024 09:13:44 |
Chg.-0.280 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-25.23% |
-
Bid Size: - |
-
Ask Size: - |
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: |
13.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
-1.06 |
| Time value: |
0.93 |
| Break-even: |
149.30 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
6.14 |
| Rho: |
0.15 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.42% |
| 1 Month |
|
|
-33.06% |
| 3 Months |
|
|
-60.29% |
| YTD |
|
|
-58.71% |
| 1 Year |
|
|
-76.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.00 |
| 1M High / 1M Low: |
1.27 |
0.71 |
| 6M High / 6M Low: |
2.87 |
0.71 |
| High (YTD): |
30/04/2024 |
2.87 |
| Low (YTD): |
11/09/2024 |
0.71 |
| 52W High: |
27/09/2023 |
3.87 |
| 52W Low: |
11/09/2024 |
0.71 |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
137.37% |
| Volatility 6M: |
|
117.50% |
| Volatility 1Y: |
|
106.64% |
| Volatility 3Y: |
|
- |
