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BNP Paribas Call 200 CVX 17.01.20.../  DE000PN28DQ7  /

Frankfurt Zert./BNP
5/27/2024  7:21:02 PM Chg.+0.010 Bid5/27/2024 Ask5/27/2024 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 44,000		 0.150
Ask Size: 44,000		 Chevron Corporation 200.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 111.88
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -3.90
Time value: 0.13
Break-even: 185.69
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.12
Theta: -0.01
Omega: 13.10
Rho: 0.10
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -64.52%
3 Months
  -31.25%
YTD
  -56.00%
1 Year
  -85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.300 0.100
6M High / 6M Low: 0.310 0.100
High (YTD): 4/26/2024 0.310
Low (YTD): 5/24/2024 0.100
52W High: 9/27/2023 1.010
52W Low: 5/24/2024 0.100
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   151.36%
Volatility 6M:   198.09%
Volatility 1Y:   170.79%
Volatility 3Y:   -