BNP Paribas Call 170 CVX 17.01.2025
/ DE000PN28DM6
BNP Paribas Call 170 CVX 17.01.20.../ DE000PN28DM6 /
11/09/2024 08:50:45 |
Chg.-0.001 |
Bid09:22:47 |
Ask09:22:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
-1.72% |
0.058 Bid Size: 25,000 |
0.091 Ask Size: 25,000 |
Chevron Corporation |
170.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN28DM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 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: |
132.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-2.69 |
Time value: |
0.10 |
Break-even: |
155.01 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.02 |
Spread %: |
26.32% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
15.33 |
Rho: |
0.05 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.058 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.75% |
1 Month |
|
|
-68.33% |
3 Months |
|
|
-89.44% |
YTD |
|
|
-92.78% |
1 Year |
|
|
-96.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.058 |
1M High / 1M Low: |
0.170 |
0.058 |
6M High / 6M Low: |
1.140 |
0.058 |
High (YTD): |
26/04/2024 |
1.140 |
Low (YTD): |
10/09/2024 |
0.058 |
52W High: |
27/09/2023 |
2.140 |
52W Low: |
10/09/2024 |
0.058 |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.557 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.771 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
280.93% |
Volatility 6M: |
|
200.80% |
Volatility 1Y: |
|
171.90% |
Volatility 3Y: |
|
- |