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

EUWAX
2024-11-15  9:17:46 AM Chg.+0.090 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.370EUR +32.14% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.85
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.13
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.13
Time value: 0.31
Break-even: 156.38
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.06
Spread %: 15.79%
Delta: 0.59
Theta: -0.06
Omega: 20.67
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.00%
1 Month  
+60.87%
3 Months  
+37.04%
YTD
  -64.42%
1 Year
  -60.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.160
1M High / 1M Low: 0.370 0.140
6M High / 6M Low: 1.180 0.100
High (YTD): 2024-04-30 1.500
Low (YTD): 2024-09-11 0.100
52W High: 2024-04-30 1.500
52W Low: 2024-09-11 0.100
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   14.729
Avg. price 1Y:   0.741
Avg. volume 1Y:   9.486
Volatility 1M:   426.92%
Volatility 6M:   300.45%
Volatility 1Y:   227.23%
Volatility 3Y:   -