BNP Paribas Call 200 CVX 17.01.2025
/ DE000PN28DQ7
BNP Paribas Call 200 CVX 17.01.20.../ DE000PN28DQ7 /
2024-06-25 7:21:07 PM |
Chg.-0.001 |
Bid7:37:39 PM |
Ask7:37:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.079EUR |
-1.25% |
0.079 Bid Size: 100,000 |
0.099 Ask Size: 100,000 |
Chevron Corporation |
200.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PN28DQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 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: |
148.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-3.79 |
Time value: |
0.10 |
Break-even: |
187.36 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.02 |
Spread %: |
25.00% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
14.77 |
Rho: |
0.08 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.074 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+49.06% |
1 Month |
|
|
-21.00% |
3 Months |
|
|
-50.63% |
YTD |
|
|
-68.40% |
1 Year |
|
|
-85.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.044 |
1M High / 1M Low: |
0.140 |
0.044 |
6M High / 6M Low: |
0.310 |
0.044 |
High (YTD): |
2024-04-26 |
0.310 |
Low (YTD): |
2024-06-19 |
0.044 |
52W High: |
2023-09-27 |
1.010 |
52W Low: |
2024-06-19 |
0.044 |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.169 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.376 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
336.93% |
Volatility 6M: |
|
229.88% |
Volatility 1Y: |
|
190.42% |
Volatility 3Y: |
|
- |