BNP Paribas Call 150 CVX 17.01.2025
/ DE000PN28DK0
BNP Paribas Call 150 CVX 17.01.20.../ DE000PN28DK0 /
| 8/2/2024 9:03:44 AM |
Chg.-0.44 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-29.33% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN28DK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/12/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.13 |
| Time value: |
0.90 |
| Break-even: |
146.48 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.55 |
| Theta: |
-0.03 |
| Omega: |
8.30 |
| Rho: |
0.30 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.06% |
| 1 Month |
|
|
-22.06% |
| 3 Months |
|
|
-41.44% |
| YTD |
|
|
-29.80% |
| 1 Year |
|
|
-56.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.06 |
| 1M High / 1M Low: |
1.70 |
1.06 |
| 6M High / 6M Low: |
2.18 |
1.06 |
| High (YTD): |
4/30/2024 |
2.18 |
| Low (YTD): |
1/23/2024 |
1.00 |
| 52W High: |
9/27/2023 |
3.23 |
| 52W Low: |
1/23/2024 |
1.00 |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
217.36% |
| Volatility 6M: |
|
127.79% |
| Volatility 1Y: |
|
114.89% |
| Volatility 3Y: |
|
- |
