OverviewChartNewsTraderScreen

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

EUWAX
2024-05-27  9:20:54 AM Chg.+0.07 Bid11:01:22 AM Ask11:01:22 AM Underlying Strike price Expiration date Option type
2.20EUR +3.29% 2.18
Bid Size: 13,000		 2.24
Ask Size: 13,000		 CHEVRON CORP. D... 140.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.54
Implied volatility: 0.39
Historic volatility: 0.18
Parity: 0.54
Time value: 1.67
Break-even: 162.10
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.38%
Delta: 0.64
Theta: -0.04
Omega: 4.21
Rho: 0.46
 

Quote data

Open: 2.20
High: 2.20
Low: 2.20
Previous Close: 2.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -21.99%
3 Months  
+1.38%
YTD  
+9.45%
1 Year
  -23.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.60 2.13
1M High / 1M Low: 2.87 2.13
6M High / 6M Low: 2.87 1.43
High (YTD): 2024-04-30 2.87
Low (YTD): 2024-01-23 1.43
52W High: 2023-09-27 3.87
52W Low: 2024-01-23 1.43
Avg. price 1W:   2.34
Avg. volume 1W:   0.00
Avg. price 1M:   2.53
Avg. volume 1M:   0.00
Avg. price 6M:   2.11
Avg. volume 6M:   0.00
Avg. price 1Y:   2.50
Avg. volume 1Y:   0.00
Volatility 1M:   79.57%
Volatility 6M:   85.78%
Volatility 1Y:   84.69%
Volatility 3Y:   -