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BNP Paribas Call 160 CVX 20.12.20.../  DE000PN28DD5  /

Frankfurt Zert./BNP
2024-06-17  8:20:37 PM Chg.+0.040 Bid8:23:51 PM Ask8:23:51 PM Underlying Strike price Expiration date Option type
0.680EUR +6.25% 0.690
Bid Size: 48,000		 0.710
Ask Size: 48,000		 Chevron Corporation 160.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.60
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.69
Time value: 0.66
Break-even: 156.10
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.45
Theta: -0.03
Omega: 9.74
Rho: 0.29
 

Quote data

Open: 0.620
High: 0.680
Low: 0.620
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -44.26%
3 Months
  -35.24%
YTD
  -35.24%
1 Year
  -64.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.640
1M High / 1M Low: 1.220 0.640
6M High / 6M Low: 1.540 0.630
High (YTD): 2024-04-26 1.540
Low (YTD): 2024-01-23 0.630
52W High: 2023-09-27 2.590
52W Low: 2024-01-23 0.630
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.895
Avg. volume 1M:   0.000
Avg. price 6M:   1.017
Avg. volume 6M:   0.000
Avg. price 1Y:   1.362
Avg. volume 1Y:   0.000
Volatility 1M:   143.97%
Volatility 6M:   124.57%
Volatility 1Y:   117.10%
Volatility 3Y:   -