BNP Paribas Call 150 CVX 17.01.2025
/ DE000PN28DK0
BNP Paribas Call 150 CVX 17.01.20.../ DE000PN28DK0 /
| 09/07/2024 09:23:07 |
Chg.- |
Bid08:55:03 |
Ask08:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
1.09
Bid Size: 5,750 |
1.11
Ask Size: 5,750 |
Chevron Corporation |
150.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN28DK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
12/05/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.28 |
| Time value: |
0.85 |
| Break-even: |
150.01 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
7.89 |
| Rho: |
0.41 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.14% |
| 1 Month |
|
|
-15.60% |
| 3 Months |
|
|
-38.66% |
| YTD |
|
|
-21.19% |
| 1 Year |
|
|
-43.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.16 |
| 1M High / 1M Low: |
1.60 |
1.16 |
| 6M High / 6M Low: |
2.18 |
1.00 |
| High (YTD): |
30/04/2024 |
2.18 |
| Low (YTD): |
23/01/2024 |
1.00 |
| 52W High: |
27/09/2023 |
3.23 |
| 52W Low: |
23/01/2024 |
1.00 |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
134.94% |
| Volatility 6M: |
|
107.53% |
| Volatility 1Y: |
|
102.16% |
| Volatility 3Y: |
|
- |
