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BNP Paribas Call 170 CVX 17.01.20.../  DE000PN28DM6  /

Frankfurt Zert./BNP
2024-06-14  9:50:35 PM Chg.-0.020 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
0.410EUR -4.65% 0.410
Bid Size: 25,000		 0.430
Ask Size: 25,000		 Chevron Corporation 170.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.15
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.63
Time value: 0.43
Break-even: 163.11
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.32
Theta: -0.02
Omega: 10.57
Rho: 0.24
 

Quote data

Open: 0.410
High: 0.420
Low: 0.390
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.64%
1 Month
  -48.75%
3 Months
  -45.33%
YTD
  -48.10%
1 Year
  -73.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.410
1M High / 1M Low: 0.850 0.410
6M High / 6M Low: 1.140 0.410
High (YTD): 2024-04-26 1.140
Low (YTD): 2024-06-14 0.410
52W High: 2023-09-27 2.140
52W Low: 2024-06-14 0.410
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.607
Avg. volume 1M:   0.000
Avg. price 6M:   0.728
Avg. volume 6M:   0.000
Avg. price 1Y:   1.054
Avg. volume 1Y:   0.000
Volatility 1M:   159.15%
Volatility 6M:   135.43%
Volatility 1Y:   125.25%
Volatility 3Y:   -