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BNP Paribas Call 150 CVX 20.12.20.../  DE000PN28DC7  /

EUWAX
8/5/2024  9:27:27 AM Chg.-0.290 Bid8:46:19 PM Ask8:46:19 PM Underlying Strike price Expiration date Option type
0.690EUR -29.59% 0.670
Bid Size: 31,000		 0.710
Ask Size: 31,000		 Chevron Corporation 150.00 USD 12/20/2024 Call
 

Master data

WKN: PN28DC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.60
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.13
Time value: 0.82
Break-even: 145.68
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.54
Theta: -0.04
Omega: 8.96
Rho: 0.24
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.89%
1 Month
  -46.92%
3 Months
  -60.12%
YTD
  -52.41%
1 Year
  -71.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 0.980
1M High / 1M Low: 1.630 0.980
6M High / 6M Low: 2.110 0.980
High (YTD): 4/30/2024 2.110
Low (YTD): 1/23/2024 0.940
52W High: 9/27/2023 3.170
52W Low: 1/23/2024 0.940
Avg. price 1W:   1.282
Avg. volume 1W:   0.000
Avg. price 1M:   1.246
Avg. volume 1M:   0.000
Avg. price 6M:   1.491
Avg. volume 6M:   0.000
Avg. price 1Y:   1.708
Avg. volume 1Y:   0.000
Volatility 1M:   238.94%
Volatility 6M:   135.78%
Volatility 1Y:   120.90%
Volatility 3Y:   -