BNP Paribas Call 170 CVX 17.01.2025
/ DE000PN28DM6
BNP Paribas Call 170 CVX 17.01.20.../ DE000PN28DM6 /
18/09/2024 09:19:49 |
Chg.+0.010 |
Bid10:05:12 |
Ask10:05:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+12.50% |
0.090 Bid Size: 50,000 |
0.110 Ask Size: 50,000 |
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: |
117.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-2.39 |
Time value: |
0.11 |
Break-even: |
153.95 |
Moneyness: |
0.84 |
Premium: |
0.19 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.02 |
Spread %: |
22.22% |
Delta: |
0.13 |
Theta: |
-0.02 |
Omega: |
15.61 |
Rho: |
0.05 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.090 |
Previous Close: |
0.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+55.17% |
1 Month |
|
|
-43.75% |
3 Months |
|
|
-78.57% |
YTD |
|
|
-88.46% |
1 Year |
|
|
-95.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.058 |
1M High / 1M Low: |
0.160 |
0.050 |
6M High / 6M Low: |
1.100 |
0.050 |
High (YTD): |
30/04/2024 |
1.100 |
Low (YTD): |
09/09/2024 |
0.050 |
52W High: |
27/09/2023 |
2.140 |
52W Low: |
09/09/2024 |
0.050 |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.539 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.741 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
310.23% |
Volatility 6M: |
|
226.96% |
Volatility 1Y: |
|
185.89% |
Volatility 3Y: |
|
- |