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

Frankfurt Zert./BNP
10/11/2024  9:50:39 PM Chg.+0.020 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.660EUR +3.13% 0.650
Bid Size: 23,000		 0.670
Ask Size: 23,000		 Chevron Corporation 150.00 USD 12/20/2024 Call
 

Master data

WKN: PN28DC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.67
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.13
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.13
Time value: 0.54
Break-even: 143.87
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.58
Theta: -0.05
Omega: 12.00
Rho: 0.14
 

Quote data

Open: 0.600
High: 0.700
Low: 0.600
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month  
+127.59%
3 Months
  -42.11%
YTD
  -55.10%
1 Year
  -73.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.590
1M High / 1M Low: 0.750 0.290
6M High / 6M Low: 2.160 0.270
High (YTD): 4/26/2024 2.160
Low (YTD): 9/11/2024 0.270
52W High: 10/19/2023 3.050
52W Low: 9/11/2024 0.270
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   1.100
Avg. volume 6M:   0.000
Avg. price 1Y:   1.289
Avg. volume 1Y:   0.000
Volatility 1M:   243.54%
Volatility 6M:   175.51%
Volatility 1Y:   147.72%
Volatility 3Y:   -