BNP Paribas Call 170 CHV 20.12.2024
/ DE000PN28DE3
BNP Paribas Call 170 CHV 20.12.20.../ DE000PN28DE3 /
9/11/2024 9:53:25 AM |
Chg.-0.013 |
Bid7:11:22 PM |
Ask7:11:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
-28.26% |
0.034 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
CHEVRON CORP. D... |
170.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN28DE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
134.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
-4.46 |
Time value: |
0.09 |
Break-even: |
170.93 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
2.09 |
Spread abs.: |
0.06 |
Spread %: |
181.82% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
11.68 |
Rho: |
0.03 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.033 |
Previous Close: |
0.046 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.62% |
1 Month |
|
|
-76.43% |
3 Months |
|
|
-92.98% |
YTD |
|
|
-95.42% |
1 Year |
|
|
-97.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.018 |
1M High / 1M Low: |
0.140 |
0.018 |
6M High / 6M Low: |
1.010 |
0.018 |
High (YTD): |
4/30/2024 |
1.010 |
Low (YTD): |
9/9/2024 |
0.018 |
52W High: |
9/27/2023 |
2.070 |
52W Low: |
9/9/2024 |
0.018 |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.490 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.709 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
633.52% |
Volatility 6M: |
|
326.86% |
Volatility 1Y: |
|
251.29% |
Volatility 3Y: |
|
- |