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

EUWAX
10/07/2024  09:23:36 Chg.-0.070 Bid17:57:13 Ask17:57:13 Underlying Strike price Expiration date Option type
0.560EUR -11.11% 0.620
Bid Size: 52,000		 0.640
Ask Size: 52,000		 Chevron Corporation 160.00 USD 20/12/2024 Call
 

Master data

WKN: PN28DD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.98
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.65
Time value: 0.59
Break-even: 153.85
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.44
Theta: -0.03
Omega: 10.63
Rho: 0.25
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -31.71%
3 Months
  -56.92%
YTD
  -46.15%
1 Year
  -65.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.610
1M High / 1M Low: 0.950 0.610
6M High / 6M Low: 1.500 0.610
High (YTD): 30/04/2024 1.500
Low (YTD): 08/07/2024 0.610
52W High: 27/09/2023 2.590
52W Low: 08/07/2024 0.610
Avg. price 1W:   0.708
Avg. volume 1W:   140
Avg. price 1M:   0.748
Avg. volume 1M:   63.636
Avg. price 6M:   0.983
Avg. volume 6M:   18.898
Avg. price 1Y:   1.307
Avg. volume 1Y:   9.375
Volatility 1M:   185.10%
Volatility 6M:   135.46%
Volatility 1Y:   123.45%
Volatility 3Y:   -