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BNP Paribas Call 150 CVX 20.12.20.../  DE000PN28DC7  /

Frankfurt Zert./BNP
6/25/2024  10:21:10 AM Chg.-0.010 Bid10:46:21 AM Ask10:38:01 AM Underlying Strike price Expiration date Option type
1.480EUR -0.67% 1.470
Bid Size: 18,000		 -
Ask Size: -		 Chevron Corporation 150.00 USD 12/20/2024 Call
 

Master data

WKN: PN28DC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.90
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 0.87
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.87
Time value: 0.63
Break-even: 154.77
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.73
Theta: -0.03
Omega: 7.21
Rho: 0.45
 

Quote data

Open: 1.540
High: 1.540
Low: 1.480
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+2.07%
3 Months
  -3.27%
YTD  
+0.68%
1 Year
  -24.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.110
1M High / 1M Low: 1.690 1.100
6M High / 6M Low: 2.160 0.950
High (YTD): 4/26/2024 2.160
Low (YTD): 1/23/2024 0.950
52W High: 9/27/2023 3.190
52W Low: 1/23/2024 0.950
Avg. price 1W:   1.260
Avg. volume 1W:   0.000
Avg. price 1M:   1.321
Avg. volume 1M:   0.000
Avg. price 6M:   1.482
Avg. volume 6M:   0.000
Avg. price 1Y:   1.813
Avg. volume 1Y:   0.000
Volatility 1M:   142.04%
Volatility 6M:   111.61%
Volatility 1Y:   103.81%
Volatility 3Y:   -