BNP Paribas Call 150 CHV 21.06.2024
/ DE000PN28C69
BNP Paribas Call 150 CHV 21.06.20.../ DE000PN28C69 /
| 2024-05-10 9:50:38 PM |
Chg.+0.060 |
Bid9:59:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+4.23% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN28C6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-12 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.18 |
| Parity: |
-0.68 |
| Time value: |
1.45 |
| Break-even: |
164.50 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
36.41 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.36% |
| Delta: |
0.50 |
| Theta: |
-0.62 |
| Omega: |
4.94 |
| Rho: |
0.02 |
Quote data
| Open: |
1.510 |
| High: |
1.540 |
| Low: |
1.410 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.33% |
| 3 Months |
|
|
+105.56% |
| YTD |
|
|
+45.10% |
| 1 Year |
|
|
-35.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.480 |
1.230 |
| 6M High / 6M Low: |
1.620 |
0.500 |
| High (YTD): |
2024-04-26 |
1.620 |
| Low (YTD): |
2024-01-23 |
0.500 |
| 52W High: |
2023-09-27 |
2.760 |
| 52W Low: |
2024-01-23 |
0.500 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.968 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.435 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
112.79% |
| Volatility 6M: |
|
170.08% |
| Volatility 1Y: |
|
144.37% |
| Volatility 3Y: |
|
- |
