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BNP Paribas Call 140 CVX 20.12.20.../  DE000PN28DB9  /

EUWAX
2024-06-14  9:24:56 AM Chg.-0.09 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.72EUR -4.97% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.24
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.17
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 1.17
Time value: 0.56
Break-even: 148.08
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.17%
Delta: 0.77
Theta: -0.03
Omega: 6.37
Rho: 0.48
 

Quote data

Open: 1.72
High: 1.72
Low: 1.72
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.24%
1 Month
  -30.36%
3 Months
  -20.37%
YTD
  -12.24%
1 Year
  -41.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.72
1M High / 1M Low: 2.55 1.72
6M High / 6M Low: 2.82 1.37
High (YTD): 2024-04-30 2.82
Low (YTD): 2024-01-23 1.37
52W High: 2023-09-27 3.81
52W Low: 2024-01-23 1.37
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   2.09
Avg. volume 6M:   0.00
Avg. price 1Y:   2.40
Avg. volume 1Y:   0.00
Volatility 1M:   101.57%
Volatility 6M:   88.87%
Volatility 1Y:   89.03%
Volatility 3Y:   -