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

EUWAX
8/2/2024  10:09:01 AM Chg.-0.310 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.640EUR -32.63% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
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: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.09%
1 Month
  -25.58%
3 Months
  -49.61%
YTD
  -41.82%
1 Year
  -67.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.640
1M High / 1M Low: 1.090 0.640
6M High / 6M Low: 1.590 0.640
High (YTD): 4/30/2024 1.590
Low (YTD): 8/2/2024 0.640
52W High: 9/27/2023 2.650
52W Low: 8/2/2024 0.640
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   1.060
Avg. volume 6M:   0.000
Avg. price 1Y:   1.301
Avg. volume 1Y:   0.000
Volatility 1M:   267.49%
Volatility 6M:   153.18%
Volatility 1Y:   133.83%
Volatility 3Y:   -