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BNP Paribas Call 180 CHV 17.01.20.../  DE000PN28DN4  /

Frankfurt Zert./BNP
14/06/2024  21:50:25 Chg.-0.010 Bid21:59:05 Ask21:59:05 Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 32,000		 0.240
Ask Size: 32,000		 CHEVRON CORP. D... 180.00 - 17/01/2025 Call
 

Master data

WKN: PN28DN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 17/01/2025
Issue date: 12/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.39
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -3.75
Time value: 0.24
Break-even: 182.40
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.17
Theta: -0.02
Omega: 10.14
Rho: 0.13
 

Quote data

Open: 0.220
High: 0.220
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -55.10%
3 Months
  -53.19%
YTD
  -60.00%
1 Year
  -82.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.220
1M High / 1M Low: 0.520 0.220
6M High / 6M Low: 0.770 0.220
High (YTD): 26/04/2024 0.770
Low (YTD): 14/06/2024 0.220
52W High: 27/09/2023 1.700
52W Low: 14/06/2024 0.220
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   182.74%
Volatility 6M:   153.04%
Volatility 1Y:   139.43%
Volatility 3Y:   -