BNP Paribas Call 160 CHV 15.01.2027
/ DE000PL1KS21
BNP Paribas Call 160 CHV 15.01.20.../ DE000PL1KS21 /
| 1/24/2025 9:42:11 AM |
Chg.-0.06 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-3.30% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
160.00 - |
1/15/2027 |
Call |
Master data
| WKN: |
PL1KS2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.02 |
| Time value: |
1.78 |
| Break-even: |
177.80 |
| Moneyness: |
0.94 |
| Premium: |
0.19 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
4.61 |
| Rho: |
1.27 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.73% |
| 1 Month |
|
|
+41.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
+37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.82 |
| 1M High / 1M Low: |
2.20 |
1.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
2.20 |
| Low (YTD): |
1/2/2025 |
1.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |