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

EUWAX
9/26/2024  9:13:44 AM Chg.-0.100 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.170EUR -37.04% -
Bid Size: -		 -
Ask Size: -		 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: 58.80
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.44
Time value: 0.22
Break-even: 145.96
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.24
Theta: -0.03
Omega: 14.31
Rho: 0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.62%
1 Month
  -51.43%
3 Months
  -81.11%
YTD
  -84.55%
1 Year
  -92.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.360 0.150
6M High / 6M Low: 1.590 0.150
High (YTD): 4/30/2024 1.590
Low (YTD): 9/11/2024 0.150
52W High: 9/27/2023 2.650
52W Low: 9/11/2024 0.150
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.834
Avg. volume 6M:   0.000
Avg. price 1Y:   1.030
Avg. volume 1Y:   0.000
Volatility 1M:   215.74%
Volatility 6M:   178.30%
Volatility 1Y:   152.20%
Volatility 3Y:   -