OverviewChartNewsTraderScreen

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

EUWAX
2024-09-26  9:13:44 AM Chg.-0.280 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.740EUR -27.45% -
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: 15.40
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.36
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.36
Time value: 0.48
Break-even: 134.19
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.64
Theta: -0.04
Omega: 9.91
Rho: 0.17
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.68%
1 Month
  -38.33%
3 Months
  -62.05%
YTD
  -62.24%
1 Year
  -80.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.740
1M High / 1M Low: 1.200 0.620
6M High / 6M Low: 2.820 0.620
High (YTD): 2024-04-30 2.820
Low (YTD): 2024-09-11 0.620
52W High: 2023-09-27 3.810
52W Low: 2024-09-11 0.620
Avg. price 1W:   0.932
Avg. volume 1W:   0.000
Avg. price 1M:   0.893
Avg. volume 1M:   0.000
Avg. price 6M:   1.810
Avg. volume 6M:   0.000
Avg. price 1Y:   1.956
Avg. volume 1Y:   0.000
Volatility 1M:   178.45%
Volatility 6M:   131.43%
Volatility 1Y:   115.53%
Volatility 3Y:   -