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BNP Paribas Call 160 CVX 17.01.20.../  DE000PN28DL8  /

Frankfurt Zert./BNP
02/08/2024  21:50:44 Chg.-0.170 Bid21:55:19 Ask21:55:19 Underlying Strike price Expiration date Option type
0.500EUR -25.37% 0.510
Bid Size: 27,000		 0.530
Ask Size: 27,000		 Chevron Corporation 160.00 USD 17/01/2025 Call
 

Master data

WKN: PN28DL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 17/01/2025
Issue date: 12/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.69
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.05
Time value: 0.53
Break-even: 151.94
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.39
Theta: -0.03
Omega: 9.91
Rho: 0.22
 

Quote data

Open: 0.630
High: 0.660
Low: 0.470
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.86%
1 Month
  -45.05%
3 Months
  -57.98%
YTD
  -54.96%
1 Year
  -73.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.500
1M High / 1M Low: 1.090 0.500
6M High / 6M Low: 1.640 0.500
High (YTD): 26/04/2024 1.640
Low (YTD): 02/08/2024 0.500
52W High: 27/09/2023 2.660
52W Low: 02/08/2024 0.500
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   1.050
Avg. volume 6M:   0.000
Avg. price 1Y:   1.298
Avg. volume 1Y:   0.000
Volatility 1M:   249.35%
Volatility 6M:   145.76%
Volatility 1Y:   131.52%
Volatility 3Y:   -