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

EUWAX
6/25/2024  9:03:28 AM Chg.+0.220 Bid1:52:32 PM Ask1:52:32 PM Underlying Strike price Expiration date Option type
1.040EUR +26.83% 0.990
Bid Size: 22,000		 1.010
Ask Size: 22,000		 Chevron Corporation 160.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.41
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.06
Time value: 1.03
Break-even: 159.38
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.98%
Delta: 0.57
Theta: -0.03
Omega: 8.24
Rho: 0.42
 

Quote data

Open: 1.040
High: 1.040
Low: 1.040
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.54%
1 Month  
+6.12%
3 Months
  -7.14%
YTD
  -5.45%
1 Year
  -34.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.730
1M High / 1M Low: 1.220 0.720
6M High / 6M Low: 1.590 0.680
High (YTD): 4/30/2024 1.590
Low (YTD): 1/23/2024 0.680
52W High: 9/27/2023 2.650
52W Low: 1/23/2024 0.680
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.901
Avg. volume 1M:   0.000
Avg. price 6M:   1.080
Avg. volume 6M:   0.000
Avg. price 1Y:   1.412
Avg. volume 1Y:   0.000
Volatility 1M:   161.13%
Volatility 6M:   120.35%
Volatility 1Y:   112.69%
Volatility 3Y:   -