BNP Paribas Call 140 CVX 20.12.2024
/ DE000PN28DB9
BNP Paribas Call 140 CVX 20.12.20.../ DE000PN28DB9 /
| 2024-09-26 9:13:44 AM |
Chg.-0.28 |
Bid9:41:43 PM |
Ask9:41:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.74EUR |
-27.45% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN28DB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
15.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.48 |
| Break-even: |
134.19 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
9.91 |
| Rho: |
0.17 |
Quote data
| Open: |
0.74 |
| High: |
0.74 |
| Low: |
0.74 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.28% |
| 1 Month |
|
|
-36.75% |
| 3 Months |
|
|
-63.55% |
| YTD |
|
|
-62.24% |
| 1 Year |
|
|
-79.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.91 |
| 1M High / 1M Low: |
1.20 |
0.62 |
| 6M High / 6M Low: |
2.82 |
0.62 |
| High (YTD): |
2024-04-30 |
2.82 |
| Low (YTD): |
2024-09-11 |
0.62 |
| 52W High: |
2023-09-27 |
3.81 |
| 52W Low: |
2024-09-11 |
0.62 |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
153.46% |
| Volatility 6M: |
|
126.07% |
| Volatility 1Y: |
|
112.68% |
| Volatility 3Y: |
|
- |
