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

EUWAX
2024-06-25  9:03:28 AM Chg.+0.210 Bid2:56:30 PM Ask2:56:30 PM Underlying Strike price Expiration date Option type
0.950EUR +28.38% 0.910
Bid Size: 24,000		 0.930
Ask Size: 24,000		 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: 15.79
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.06
Time value: 0.94
Break-even: 158.48
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.17%
Delta: 0.57
Theta: -0.03
Omega: 8.92
Rho: 0.36
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.94%
1 Month  
+5.56%
3 Months
  -9.52%
YTD
  -8.65%
1 Year
  -38.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.650
1M High / 1M Low: 1.140 0.630
6M High / 6M Low: 1.500 0.620
High (YTD): 2024-04-30 1.500
Low (YTD): 2024-01-23 0.620
52W High: 2023-09-27 2.590
52W Low: 2024-01-23 0.620
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   8
Avg. price 1Y:   1.346
Avg. volume 1Y:   3.922
Volatility 1M:   176.11%
Volatility 6M:   127.62%
Volatility 1Y:   118.08%
Volatility 3Y:   -