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

EUWAX
11/15/2024  9:17:46 AM Chg.+0.024 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.076EUR +46.15% -
Bid Size: -		 -
Ask Size: -		 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: 117.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.67
Time value: 0.13
Break-even: 171.30
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 2.29
Spread abs.: 0.06
Spread %: 85.71%
Delta: 0.17
Theta: -0.06
Omega: 19.80
Rho: 0.02
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+58.33%
1 Month  
+52.00%
3 Months
  -30.91%
YTD
  -89.44%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.025
1M High / 1M Low: 0.076 0.025
6M High / 6M Low: 0.770 0.018
High (YTD): 4/30/2024 1.010
Low (YTD): 9/9/2024 0.018
52W High: 4/30/2024 1.010
52W Low: 9/9/2024 0.018
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   0.452
Avg. volume 1Y:   0.000
Volatility 1M:   528.06%
Volatility 6M:   434.36%
Volatility 1Y:   321.55%
Volatility 3Y:   -