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

Frankfurt Zert./BNP
9/20/2024  9:50:31 PM Chg.0.000 Bid9/20/2024 Ask9/20/2024 Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 50,000		 0.120
Ask Size: 50,000		 Chevron Corporation 170.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 108.75
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -2.18
Time value: 0.12
Break-even: 153.49
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.15
Theta: -0.02
Omega: 15.96
Rho: 0.06
 

Quote data

Open: 0.090
High: 0.100
Low: 0.076
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.85%
1 Month
  -28.57%
3 Months
  -79.17%
YTD
  -87.34%
1 Year
  -94.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.077
1M High / 1M Low: 0.170 0.057
6M High / 6M Low: 1.140 0.057
High (YTD): 4/26/2024 1.140
Low (YTD): 9/11/2024 0.057
52W High: 9/27/2023 2.140
52W Low: 9/11/2024 0.057
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.518
Avg. volume 6M:   0.000
Avg. price 1Y:   0.711
Avg. volume 1Y:   0.000
Volatility 1M:   284.44%
Volatility 6M:   203.01%
Volatility 1Y:   174.18%
Volatility 3Y:   -