BNP Paribas Call 180 CHV 17.01.2025
/ DE000PN28DN4
BNP Paribas Call 180 CHV 17.01.20.../ DE000PN28DN4 /
8/5/2024 8:46:11 AM |
Chg.-0.130 |
Bid3:02:41 PM |
Ask3:02:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
-76.47% |
0.030 Bid Size: 25,000 |
- Ask Size: - |
CHEVRON CORP. D... |
180.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
5/12/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
85.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-4.39 |
Time value: |
0.16 |
Break-even: |
181.60 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.02 |
Spread %: |
14.29% |
Delta: |
0.12 |
Theta: |
-0.02 |
Omega: |
10.55 |
Rho: |
0.07 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.040 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-85.19% |
1 Month |
|
|
-84.62% |
3 Months |
|
|
-92.59% |
YTD |
|
|
-92.59% |
1 Year |
|
|
-96.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.170 |
1M High / 1M Low: |
0.360 |
0.170 |
6M High / 6M Low: |
0.740 |
0.170 |
High (YTD): |
4/29/2024 |
0.740 |
Low (YTD): |
8/2/2024 |
0.170 |
52W High: |
9/27/2023 |
1.690 |
52W Low: |
8/2/2024 |
0.170 |
Avg. price 1W: |
|
0.250 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.414 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.649 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
393.67% |
Volatility 6M: |
|
212.32% |
Volatility 1Y: |
|
178.15% |
Volatility 3Y: |
|
- |