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BNP Paribas Call 190 CVX 20.12.20.../  DE000PN28DG8  /

Frankfurt Zert./BNP
10/07/2024  21:50:40 Chg.+0.006 Bid21:59:11 Ask21:59:11 Underlying Strike price Expiration date Option type
0.066EUR +10.00% 0.071
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Chevron Corporation 190.00 USD 20/12/2024 Call
 

Master data

WKN: PN28DG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 155.45
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -3.42
Time value: 0.09
Break-even: 176.60
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.64
Spread abs.: 0.04
Spread %: 62.50%
Delta: 0.10
Theta: -0.01
Omega: 15.30
Rho: 0.06
 

Quote data

Open: 0.054
High: 0.066
Low: 0.054
Previous Close: 0.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -45.00%
3 Months
  -82.16%
YTD
  -80.00%
1 Year
  -90.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.060
1M High / 1M Low: 0.130 0.060
6M High / 6M Low: 0.420 0.060
High (YTD): 26/04/2024 0.420
Low (YTD): 09/07/2024 0.060
52W High: 27/09/2023 1.250
52W Low: 09/07/2024 0.060
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.454
Avg. volume 1Y:   0.000
Volatility 1M:   356.19%
Volatility 6M:   233.04%
Volatility 1Y:   192.22%
Volatility 3Y:   -