OverviewChartNewsTraderScreen

BNP Paribas Call 180 CHV 17.01.20.../  DE000PN28DN4  /

EUWAX
7/10/2024  9:23:36 AM Chg.-0.030 Bid12:32:40 PM Ask12:32:40 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.180
Bid Size: 37,000		 0.200
Ask Size: 37,000		 CHEVRON CORP. D... 180.00 - 1/17/2025 Call
 

Master data

WKN: PN28DN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.73
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -3.85
Time value: 0.20
Break-even: 182.00
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.15
Theta: -0.02
Omega: 10.68
Rho: 0.10
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month
  -43.33%
3 Months
  -73.02%
YTD
  -68.52%
1 Year
  -83.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.190
1M High / 1M Low: 0.340 0.190
6M High / 6M Low: 0.740 0.190
High (YTD): 4/29/2024 0.740
Low (YTD): 7/8/2024 0.190
52W High: 9/27/2023 1.690
52W Low: 7/8/2024 0.190
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.428
Avg. volume 6M:   0.000
Avg. price 1Y:   0.713
Avg. volume 1Y:   0.000
Volatility 1M:   227.27%
Volatility 6M:   166.69%
Volatility 1Y:   148.24%
Volatility 3Y:   -