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

EUWAX
02/08/2024  09:03:44 Chg.-0.180 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.280EUR -39.13% -
Bid Size: -		 -
Ask Size: -		 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: 56.73
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -3.39
Time value: 0.24
Break-even: 172.40
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.18
Theta: -0.03
Omega: 10.02
Rho: 0.08
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.71%
1 Month
  -30.00%
3 Months
  -63.16%
YTD
  -61.11%
1 Year
  -81.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.280
1M High / 1M Low: 0.580 0.280
6M High / 6M Low: 1.010 0.280
High (YTD): 30/04/2024 1.010
Low (YTD): 02/08/2024 0.280
52W High: 27/09/2023 2.070
52W Low: 02/08/2024 0.280
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   0.605
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   368.47%
Volatility 6M:   202.74%
Volatility 1Y:   169.57%
Volatility 3Y:   -