BNP Paribas Call 150 CVX 20.12.2024
/ DE000PN28DC7
BNP Paribas Call 150 CVX 20.12.20.../ DE000PN28DC7 /
2024-05-27 5:50:39 PM |
Chg.+0.080 |
Bid5:58:36 PM |
Ask5:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.530EUR |
+5.52% |
1.520 Bid Size: 19,000 |
1.560 Ask Size: 19,000 |
Chevron Corporation |
150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN28DC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
0.71 |
Time value: |
0.77 |
Break-even: |
153.09 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.37% |
Delta: |
0.70 |
Theta: |
-0.03 |
Omega: |
6.91 |
Rho: |
0.50 |
Quote data
Open: |
1.500 |
High: |
1.530 |
Low: |
1.460 |
Previous Close: |
1.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.53% |
1 Month |
|
|
-29.17% |
3 Months |
|
|
+9.29% |
YTD |
|
|
+4.08% |
1 Year |
|
|
-34.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.710 |
1.420 |
1M High / 1M Low: |
2.120 |
1.420 |
6M High / 6M Low: |
2.160 |
0.950 |
High (YTD): |
2024-04-26 |
2.160 |
Low (YTD): |
2024-01-23 |
0.950 |
52W High: |
2023-09-27 |
3.190 |
52W Low: |
2024-01-23 |
0.950 |
Avg. price 1W: |
|
1.532 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.749 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.482 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.892 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
90.69% |
Volatility 6M: |
|
104.79% |
Volatility 1Y: |
|
99.25% |
Volatility 3Y: |
|
- |