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BNP Paribas Call 190 CVX 17.01.20.../  DE000PN28DP9  /

Frankfurt Zert./BNP
2024-06-06  9:50:42 PM Chg.0.000 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 37,000		 0.180
Ask Size: 37,000		 Chevron Corporation 190.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 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: 79.18
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -3.22
Time value: 0.18
Break-even: 176.53
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.16
Theta: -0.01
Omega: 12.39
Rho: 0.13
 

Quote data

Open: 0.160
High: 0.170
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -51.52%
3 Months
  -27.27%
YTD
  -56.76%
1 Year
  -82.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.370 0.160
6M High / 6M Low: 0.500 0.160
High (YTD): 2024-04-26 0.500
Low (YTD): 2024-06-05 0.160
52W High: 2023-09-27 1.320
52W Low: 2024-06-05 0.160
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   0.000
Volatility 1M:   190.61%
Volatility 6M:   172.73%
Volatility 1Y:   152.50%
Volatility 3Y:   -