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BNP Paribas Call 150 CVX 20.12.20.../  DE000PN28DC7  /

EUWAX
6/25/2024  9:03:28 AM Chg.+0.28 Bid9:36:01 PM Ask9:36:01 PM Underlying Strike price Expiration date Option type
1.52EUR +22.58% 1.43
Bid Size: 38,000		 1.45
Ask Size: 38,000		 Chevron Corporation 150.00 USD 12/20/2024 Call
 

Master data

WKN: PN28DC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 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: 9.90
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 0.87
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.87
Time value: 0.63
Break-even: 154.77
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.73
Theta: -0.03
Omega: 7.21
Rho: 0.45
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.51%
1 Month  
+7.04%
3 Months
  -1.30%
YTD  
+4.83%
1 Year
  -22.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.12
1M High / 1M Low: 1.73 1.09
6M High / 6M Low: 2.11 0.94
High (YTD): 4/30/2024 2.11
Low (YTD): 1/23/2024 0.94
52W High: 9/27/2023 3.17
52W Low: 1/23/2024 0.94
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   1.49
Avg. volume 6M:   0.00
Avg. price 1Y:   1.82
Avg. volume 1Y:   0.00
Volatility 1M:   141.48%
Volatility 6M:   108.39%
Volatility 1Y:   102.81%
Volatility 3Y:   -