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BNP Paribas Call 150 CVX 20.12.20.../  DE000PN28DC7  /

Frankfurt Zert./BNP
02/08/2024  21:50:44 Chg.-0.240 Bid21:59:35 Ask21:59:35 Underlying Strike price Expiration date Option type
0.790EUR -23.30% 0.800
Bid Size: 28,000		 0.820
Ask Size: 28,000		 Chevron Corporation 150.00 USD 20/12/2024 Call
 

Master data

WKN: PN28DC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.60
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.13
Time value: 0.82
Break-even: 145.68
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.54
Theta: -0.03
Omega: 8.97
Rho: 0.25
 

Quote data

Open: 0.990
High: 1.030
Low: 0.750
Previous Close: 1.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -39.69%
1 Month
  -42.34%
3 Months
  -51.83%
YTD
  -46.26%
1 Year
  -66.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 0.790
1M High / 1M Low: 1.590 0.790
6M High / 6M Low: 2.160 0.790
High (YTD): 26/04/2024 2.160
Low (YTD): 02/08/2024 0.790
52W High: 27/09/2023 3.190
52W Low: 02/08/2024 0.790
Avg. price 1W:   1.198
Avg. volume 1W:   0.000
Avg. price 1M:   1.235
Avg. volume 1M:   0.000
Avg. price 6M:   1.479
Avg. volume 6M:   0.000
Avg. price 1Y:   1.705
Avg. volume 1Y:   0.000
Volatility 1M:   218.27%
Volatility 6M:   128.85%
Volatility 1Y:   118.49%
Volatility 3Y:   -