OverviewChartNewsTraderScreen

BNP Paribas Call 200 CVX 20.12.20.../  DE000PN28DH6  /

Frankfurt Zert./BNP
2024-06-06  9:50:41 PM Chg.+0.001 Bid9:58:46 PM Ask9:58:46 PM Underlying Strike price Expiration date Option type
0.055EUR +1.85% 0.057
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Chevron Corporation 200.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 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: 156.62
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -4.14
Time value: 0.09
Break-even: 184.84
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 71.70%
Delta: 0.09
Theta: -0.01
Omega: 13.99
Rho: 0.06
 

Quote data

Open: 0.055
High: 0.059
Low: 0.050
Previous Close: 0.054
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.63%
1 Month
  -63.33%
3 Months
  -50.00%
YTD
  -73.81%
1 Year
  -91.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.054
1M High / 1M Low: 0.160 0.054
6M High / 6M Low: 0.250 0.054
High (YTD): 2024-04-26 0.250
Low (YTD): 2024-06-05 0.054
52W High: 2023-09-27 0.940
52W Low: 2024-06-05 0.054
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.368
Avg. volume 1Y:   0.000
Volatility 1M:   226.69%
Volatility 6M:   243.58%
Volatility 1Y:   199.74%
Volatility 3Y:   -