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

EUWAX
9/20/2024  9:17:40 AM Chg.-0.030 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.910EUR -3.19% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 140.00 USD 12/20/2024 Call
 

Master data

WKN: PN28DB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.59
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.51
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.51
Time value: 0.45
Break-even: 135.01
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.13%
Delta: 0.68
Theta: -0.04
Omega: 9.23
Rho: 0.19
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.82%
1 Month
  -11.65%
3 Months
  -54.50%
YTD
  -53.57%
1 Year
  -73.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.700
1M High / 1M Low: 1.200 0.620
6M High / 6M Low: 2.820 0.620
High (YTD): 4/30/2024 2.820
Low (YTD): 9/11/2024 0.620
52W High: 9/27/2023 3.810
52W Low: 9/11/2024 0.620
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.912
Avg. volume 1M:   0.000
Avg. price 6M:   1.845
Avg. volume 6M:   0.000
Avg. price 1Y:   1.990
Avg. volume 1Y:   0.000
Volatility 1M:   155.12%
Volatility 6M:   125.56%
Volatility 1Y:   112.29%
Volatility 3Y:   -