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

EUWAX
8/5/2024  8:46:11 AM Chg.-0.250 Bid10:19:00 AM Ask10:19:00 AM Underlying Strike price Expiration date Option type
0.310EUR -44.64% 0.320
Bid Size: 15,000		 -
Ask Size: -		 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: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.73%
1 Month
  -60.26%
3 Months
  -73.73%
YTD
  -70.19%
1 Year
  -83.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.560
1M High / 1M Low: 1.010 0.560
6M High / 6M Low: 1.500 0.560
High (YTD): 4/30/2024 1.500
Low (YTD): 8/2/2024 0.560
52W High: 9/27/2023 2.590
52W Low: 8/2/2024 0.560
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.734
Avg. volume 1M:   0.000
Avg. price 6M:   0.980
Avg. volume 6M:   18.898
Avg. price 1Y:   1.230
Avg. volume 1Y:   9.449
Volatility 1M:   298.54%
Volatility 6M:   166.59%
Volatility 1Y:   143.57%
Volatility 3Y:   -