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BNP Paribas Call 160 CVX 20.12.20.../  DE000PN28DD5  /

EUWAX
8/5/2024  8:46:11 AM Chg.- Bid8:25:23 AM Ask8:25:23 AM Underlying Strike price Expiration date Option type
0.310EUR - 0.400
Bid Size: 15,500		 0.460
Ask Size: 15,500		 Chevron Corporation 160.00 USD 12/20/2024 Call
 

Master data

WKN: PN28DD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 29.60
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -1.05
Time value: 0.46
Break-even: 151.24
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.37
Theta: -0.03
Omega: 10.82
Rho: 0.17
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.71%
1 Month
  -60.26%
3 Months
  -73.28%
YTD
  -70.19%
1 Year
  -83.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.310
1M High / 1M Low: 1.010 0.310
6M High / 6M Low: 1.500 0.310
High (YTD): 4/30/2024 1.500
Low (YTD): 8/5/2024 0.310
52W High: 9/27/2023 2.590
52W Low: 8/5/2024 0.310
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   0.975
Avg. volume 6M:   18.898
Avg. price 1Y:   1.227
Avg. volume 1Y:   9.412
Volatility 1M:   329.80%
Volatility 6M:   177.84%
Volatility 1Y:   149.81%
Volatility 3Y:   -