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BNP Paribas Call 150 CVX 17.01.20.../  DE000PN28DK0  /

Frankfurt Zert./BNP
2024-05-23  9:20:31 PM Chg.-0.050 Bid9:29:46 PM Ask9:29:46 PM Underlying Strike price Expiration date Option type
1.480EUR -3.27% 1.490
Bid Size: 40,000		 1.510
Ask Size: 40,000		 Chevron Corporation 150.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.33
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.70
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.70
Time value: 0.86
Break-even: 154.17
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.30%
Delta: 0.70
Theta: -0.03
Omega: 6.52
Rho: 0.56
 

Quote data

Open: 1.520
High: 1.570
Low: 1.470
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.32%
1 Month
  -25.25%
3 Months
  -9.76%
YTD
  -3.27%
1 Year
  -41.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.890 1.530
1M High / 1M Low: 2.230 1.530
6M High / 6M Low: 2.230 1.000
High (YTD): 2024-04-26 2.230
Low (YTD): 2024-01-23 1.000
52W High: 2023-09-27 3.240
52W Low: 2024-01-23 1.000
Avg. price 1W:   1.738
Avg. volume 1W:   0.000
Avg. price 1M:   1.905
Avg. volume 1M:   0.000
Avg. price 6M:   1.546
Avg. volume 6M:   0.000
Avg. price 1Y:   1.963
Avg. volume 1Y:   0.000
Volatility 1M:   87.18%
Volatility 6M:   99.73%
Volatility 1Y:   95.18%
Volatility 3Y:   -