BNP Paribas Call 150 CVX 20.12.2024
/ DE000PN28DC7
BNP Paribas Call 150 CVX 20.12.20.../ DE000PN28DC7 /
| 28/06/2024 09:19:57 |
Chg.+0.04 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
+3.13% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.60 |
| Time value: |
0.71 |
| Break-even: |
153.10 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
7.63 |
| Rho: |
0.41 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.75% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-13.16% |
| YTD |
|
|
-8.97% |
| 1 Year |
|
|
-39.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.24 |
| 1M High / 1M Low: |
1.73 |
1.09 |
| 6M High / 6M Low: |
2.11 |
0.94 |
| High (YTD): |
30/04/2024 |
2.11 |
| Low (YTD): |
23/01/2024 |
0.94 |
| 52W High: |
27/09/2023 |
3.17 |
| 52W Low: |
23/01/2024 |
0.94 |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
161.11% |
| Volatility 6M: |
|
113.22% |
| Volatility 1Y: |
|
105.63% |
| Volatility 3Y: |
|
- |
