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BNP Paribas Call 170 CVX 17.01.20.../  DE000PN28DM6  /

Frankfurt Zert./BNP
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:   -