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BNP Paribas Call 160 CVX 17.01.20.../  DE000PN28DL8  /

Frankfurt Zert./BNP
18/09/2024  09:21:07 Chg.0.000 Bid18/09/2024 Ask18/09/2024 Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 22,000		 0.240
Ask Size: 22,000		 Chevron Corporation 160.00 USD 17/01/2025 Call
 

Master data

WKN: PN28DL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 51.58
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.49
Time value: 0.25
Break-even: 146.36
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.26
Theta: -0.03
Omega: 13.16
Rho: 0.10
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month
  -35.29%
3 Months
  -69.86%
YTD
  -80.18%
1 Year
  -90.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.150
1M High / 1M Low: 0.380 0.150
6M High / 6M Low: 1.640 0.150
High (YTD): 26/04/2024 1.640
Low (YTD): 11/09/2024 0.150
52W High: 27/09/2023 2.660
52W Low: 11/09/2024 0.150
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.261
Avg. volume 1M:   0.000
Avg. price 6M:   0.864
Avg. volume 6M:   0.000
Avg. price 1Y:   1.073
Avg. volume 1Y:   0.000
Volatility 1M:   243.32%
Volatility 6M:   169.18%
Volatility 1Y:   148.40%
Volatility 3Y:   -