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BNP Paribas Call 190 CVX 20.12.20.../  DE000PN28DG8  /

Frankfurt Zert./BNP
2024-05-23  9:20:43 PM Chg.-0.010 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.140
Bid Size: 74,000		 0.160
Ask Size: 74,000		 Chevron Corporation 190.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 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: 85.62
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.00
Time value: 0.17
Break-even: 177.22
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.16
Theta: -0.01
Omega: 13.41
Rho: 0.12
 

Quote data

Open: 0.150
High: 0.150
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -58.82%
3 Months
  -50.00%
YTD
  -57.58%
1 Year
  -86.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.150
1M High / 1M Low: 0.420 0.150
6M High / 6M Low: 0.420 0.150
High (YTD): 2024-04-26 0.420
Low (YTD): 2024-05-22 0.150
52W High: 2023-09-27 1.250
52W Low: 2024-05-22 0.150
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   0.553
Avg. volume 1Y:   0.000
Volatility 1M:   167.49%
Volatility 6M:   183.43%
Volatility 1Y:   159.65%
Volatility 3Y:   -