BNP Paribas Call 140 CHV 21.06.2024
/ DE000PN28C51
BNP Paribas Call 140 CHV 21.06.20.../ DE000PN28C51 /
| 2024-05-10 9:50:28 PM |
Chg.+0.060 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+2.56% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN28C5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-12 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.56 |
| Time value: |
1.84 |
| Break-even: |
164.00 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
3.49 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.62 |
| Theta: |
-0.36 |
| Omega: |
3.74 |
| Rho: |
0.05 |
Quote data
| Open: |
2.430 |
| High: |
2.470 |
| Low: |
2.330 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.60% |
| 3 Months |
|
|
+39.53% |
| YTD |
|
|
+52.87% |
| 1 Year |
|
|
-12.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.510 |
1.870 |
| 6M High / 6M Low: |
2.510 |
0.930 |
| High (YTD): |
2024-04-26 |
2.510 |
| Low (YTD): |
2024-01-23 |
0.930 |
| 52W High: |
2023-09-27 |
3.480 |
| 52W Low: |
2024-01-23 |
0.930 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.071 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
106.23% |
| Volatility 6M: |
|
125.77% |
| Volatility 1Y: |
|
113.71% |
| Volatility 3Y: |
|
- |
