BNP Paribas Call 170 CHV 20.12.2024
/ DE000PN28DE3
BNP Paribas Call 170 CHV 20.12.20.../ DE000PN28DE3 /
9/27/2024 8:55:16 AM |
Chg.+0.003 |
Bid10:50:28 AM |
Ask10:50:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
+10.34% |
0.034 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
CHEVRON CORP. D... |
170.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN28DE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
139.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
-4.30 |
Time value: |
0.09 |
Break-even: |
170.91 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
2.63 |
Spread abs.: |
0.08 |
Spread %: |
810.00% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
12.08 |
Rho: |
0.02 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.029 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
-70.91% |
3 Months |
|
|
-92.20% |
YTD |
|
|
-95.56% |
1 Year |
|
|
-98.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.029 |
1M High / 1M Low: |
0.110 |
0.018 |
6M High / 6M Low: |
1.010 |
0.018 |
High (YTD): |
4/30/2024 |
1.010 |
Low (YTD): |
9/9/2024 |
0.018 |
52W High: |
9/27/2023 |
2.070 |
52W Low: |
9/9/2024 |
0.018 |
Avg. price 1W: |
|
0.051 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.435 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.627 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
645.32% |
Volatility 6M: |
|
340.03% |
Volatility 1Y: |
|
260.15% |
Volatility 3Y: |
|
- |