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BNP Paribas Call 170 CVX 17.01.20.../  DE000PN28DM6  /

EUWAX
7/10/2024  9:23:36 AM Chg.-0.040 Bid10:05:08 AM Ask10:05:08 AM Underlying Strike price Expiration date Option type
0.350EUR -10.26% 0.360
Bid Size: 27,000		 0.380
Ask Size: 27,000		 Chevron Corporation 170.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.23
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.57
Time value: 0.38
Break-even: 161.00
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.31
Theta: -0.02
Omega: 11.38
Rho: 0.21
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -35.19%
3 Months
  -63.54%
YTD
  -55.13%
1 Year
  -73.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.370
1M High / 1M Low: 0.620 0.370
6M High / 6M Low: 1.100 0.370
High (YTD): 4/30/2024 1.100
Low (YTD): 7/8/2024 0.370
52W High: 9/27/2023 2.140
52W Low: 7/8/2024 0.370
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.693
Avg. volume 6M:   0.000
Avg. price 1Y:   1.001
Avg. volume 1Y:   0.000
Volatility 1M:   204.92%
Volatility 6M:   147.29%
Volatility 1Y:   132.63%
Volatility 3Y:   -