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BNP Paribas Call 170 CVX 17.01.20.../  DE000PN28DM6  /

Frankfurt Zert./BNP
2024-05-23  7:21:10 PM Chg.-0.010 Bid7:25:02 PM Ask7:25:02 PM Underlying Strike price Expiration date Option type
0.610EUR -1.61% 0.610
Bid Size: 44,000		 0.630
Ask Size: 44,000		 Chevron Corporation 170.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 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: 22.39
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.15
Time value: 0.65
Break-even: 163.54
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 3.17%
Delta: 0.41
Theta: -0.03
Omega: 9.19
Rho: 0.35
 

Quote data

Open: 0.610
High: 0.630
Low: 0.600
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.75%
1 Month
  -37.76%
3 Months
  -22.78%
YTD
  -22.78%
1 Year
  -63.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.620
1M High / 1M Low: 1.140 0.620
6M High / 6M Low: 1.140 0.440
High (YTD): 2024-04-26 1.140
Low (YTD): 2024-01-23 0.440
52W High: 2023-09-27 2.140
52W Low: 2024-01-23 0.440
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.891
Avg. volume 1M:   0.000
Avg. price 6M:   0.742
Avg. volume 6M:   0.000
Avg. price 1Y:   1.125
Avg. volume 1Y:   0.000
Volatility 1M:   115.72%
Volatility 6M:   130.21%
Volatility 1Y:   120.12%
Volatility 3Y:   -