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BNP Paribas Call 170 CHV 20.12.20.../  DE000PN28DE3  /

EUWAX
06/08/2024  09:01:51 Chg.+0.030 Bid09:42:05 Ask09:42:05 Underlying Strike price Expiration date Option type
0.140EUR +27.27% 0.150
Bid Size: 19,000		 0.270
Ask Size: 19,000		 CHEVRON CORP. D... 170.00 - 20/12/2024 Call
 

Master data

WKN: PN28DE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -3.79
Time value: 0.23
Break-even: 172.30
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.04
Spread abs.: 0.04
Spread %: 21.05%
Delta: 0.16
Theta: -0.03
Omega: 9.45
Rho: 0.07
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.11%
1 Month
  -65.85%
3 Months
  -81.08%
YTD
  -80.56%
1 Year
  -90.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.110
1M High / 1M Low: 0.580 0.110
6M High / 6M Low: 1.010 0.110
High (YTD): 30/04/2024 1.010
Low (YTD): 05/08/2024 0.110
52W High: 27/09/2023 2.070
52W Low: 05/08/2024 0.110
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.601
Avg. volume 6M:   0.000
Avg. price 1Y:   0.858
Avg. volume 1Y:   0.000
Volatility 1M:   428.15%
Volatility 6M:   219.72%
Volatility 1Y:   179.66%
Volatility 3Y:   -