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BNP Paribas Call 200 CVX 20.12.20.../  DE000PN28DH6  /

Frankfurt Zert./BNP
2024-06-25  9:50:44 AM Chg.-0.001 Bid9:55:07 AM Ask9:55:07 AM Underlying Strike price Expiration date Option type
0.055EUR -1.79% 0.054
Bid Size: 12,500		 0.091
Ask Size: 12,500		 Chevron Corporation 200.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 163.12
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -3.79
Time value: 0.09
Break-even: 187.27
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 65.45%
Delta: 0.09
Theta: -0.01
Omega: 15.16
Rho: 0.06
 

Quote data

Open: 0.059
High: 0.059
Low: 0.055
Previous Close: 0.056
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -21.43%
3 Months
  -54.17%
YTD
  -73.81%
1 Year
  -89.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.026
1M High / 1M Low: 0.100 0.026
6M High / 6M Low: 0.250 0.026
High (YTD): 2024-04-26 0.250
Low (YTD): 2024-06-19 0.026
52W High: 2023-09-27 0.940
52W Low: 2024-06-19 0.026
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.335
Avg. volume 1Y:   0.000
Volatility 1M:   448.50%
Volatility 6M:   284.21%
Volatility 1Y:   225.63%
Volatility 3Y:   -