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BNP Paribas Call 160 CVX 17.01.20.../  DE000PN28DL8  /

Frankfurt Zert./BNP
17/06/2024  20:50:31 Chg.+0.050 Bid20:50:49 Ask20:50:49 Underlying Strike price Expiration date Option type
0.770EUR +6.94% 0.760
Bid Size: 46,000		 0.780
Ask Size: 46,000		 Chevron Corporation 160.00 USD 17/01/2025 Call
 

Master data

WKN: PN28DL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 17/01/2025
Issue date: 12/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.01
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.69
Time value: 0.75
Break-even: 157.00
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 2.74%
Delta: 0.47
Theta: -0.03
Omega: 8.87
Rho: 0.35
 

Quote data

Open: 0.700
High: 0.770
Low: 0.700
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.20%
1 Month
  -41.22%
3 Months
  -31.25%
YTD
  -30.63%
1 Year
  -60.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.720
1M High / 1M Low: 1.310 0.720
6M High / 6M Low: 1.640 0.680
High (YTD): 26/04/2024 1.640
Low (YTD): 23/01/2024 0.680
52W High: 27/09/2023 2.660
52W Low: 23/01/2024 0.680
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.978
Avg. volume 1M:   0.000
Avg. price 6M:   1.091
Avg. volume 6M:   0.000
Avg. price 1Y:   1.427
Avg. volume 1Y:   0.000
Volatility 1M:   134.59%
Volatility 6M:   117.10%
Volatility 1Y:   111.48%
Volatility 3Y:   -