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

EUWAX
9/11/2024  9:53:25 AM Chg.-0.013 Bid7:11:22 PM Ask7:11:22 PM Underlying Strike price Expiration date Option type
0.033EUR -28.26% 0.034
Bid Size: 100,000		 0.091
Ask Size: 100,000		 CHEVRON CORP. D... 170.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 134.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -4.46
Time value: 0.09
Break-even: 170.93
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 2.09
Spread abs.: 0.06
Spread %: 181.82%
Delta: 0.09
Theta: -0.02
Omega: 11.68
Rho: 0.03
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -76.43%
3 Months
  -92.98%
YTD
  -95.42%
1 Year
  -97.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.018
1M High / 1M Low: 0.140 0.018
6M High / 6M Low: 1.010 0.018
High (YTD): 4/30/2024 1.010
Low (YTD): 9/9/2024 0.018
52W High: 9/27/2023 2.070
52W Low: 9/9/2024 0.018
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.490
Avg. volume 6M:   0.000
Avg. price 1Y:   0.709
Avg. volume 1Y:   0.000
Volatility 1M:   633.52%
Volatility 6M:   326.86%
Volatility 1Y:   251.29%
Volatility 3Y:   -