BNP Paribas Call 160 CVX 21.06.2024
/ DE000PN28C77
BNP Paribas Call 160 CVX 21.06.20.../ DE000PN28C77 /
2024-05-27 9:50:40 PM |
Chg.+0.040 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+20.00% |
0.240 Bid Size: 11,000 |
0.280 Ask Size: 11,000 |
Chevron Corporation |
160.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN28C7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-12 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
63.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-0.21 |
Time value: |
0.23 |
Break-even: |
149.81 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.02 |
Spread %: |
9.52% |
Delta: |
0.42 |
Theta: |
-0.07 |
Omega: |
26.77 |
Rho: |
0.04 |
Quote data
Open: |
0.230 |
High: |
0.250 |
Low: |
0.210 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-41.46% |
1 Month |
|
|
-71.76% |
3 Months |
|
|
-44.19% |
YTD |
|
|
-60.00% |
1 Year |
|
|
-84.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.200 |
1M High / 1M Low: |
0.800 |
0.200 |
6M High / 6M Low: |
0.850 |
0.200 |
High (YTD): |
2024-04-26 |
0.850 |
Low (YTD): |
2024-05-24 |
0.200 |
52W High: |
2023-09-27 |
2.110 |
52W Low: |
2024-05-24 |
0.200 |
Avg. price 1W: |
|
0.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.468 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.483 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.944 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
257.65% |
Volatility 6M: |
|
221.96% |
Volatility 1Y: |
|
183.42% |
Volatility 3Y: |
|
- |