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BNP Paribas Call 200 CVX 17.01.20.../  DE000PN28DQ7  /

Frankfurt Zert./BNP
8/5/2024  9:20:39 PM Chg.-0.012 Bid9:45:23 PM Ask9:45:23 PM Underlying Strike price Expiration date Option type
0.014EUR -46.15% 0.014
Bid Size: 25,000		 0.091
Ask Size: 25,000		 Chevron Corporation 200.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 149.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -4.72
Time value: 0.09
Break-even: 184.21
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.95
Spread abs.: 0.06
Spread %: 225.00%
Delta: 0.08
Theta: -0.01
Omega: 12.42
Rho: 0.05
 

Quote data

Open: 0.010
High: 0.014
Low: 0.010
Previous Close: 0.026
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -71.43%
1 Month
  -68.89%
3 Months
  -92.22%
YTD
  -94.40%
1 Year
  -97.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.026
1M High / 1M Low: 0.090 0.026
6M High / 6M Low: 0.310 0.026
High (YTD): 4/26/2024 0.310
Low (YTD): 8/2/2024 0.026
52W High: 9/27/2023 1.010
52W Low: 8/2/2024 0.026
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.312
Avg. volume 1Y:   0.000
Volatility 1M:   420.43%
Volatility 6M:   293.96%
Volatility 1Y:   235.53%
Volatility 3Y:   -