OverviewChartNewsTraderScreen

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

EUWAX
26/09/2024  09:13:44 Chg.-0.080 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.110EUR -42.11% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 20/12/2024 Call
 

Master data

WKN: PN28DD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 86.24
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -1.44
Time value: 0.15
Break-even: 145.26
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.20
Theta: -0.03
Omega: 17.26
Rho: 0.06
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -59.26%
3 Months
  -86.42%
YTD
  -89.42%
1 Year
  -95.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.290 0.100
6M High / 6M Low: 1.500 0.100
High (YTD): 30/04/2024 1.500
Low (YTD): 11/09/2024 0.100
52W High: 27/09/2023 2.590
52W Low: 11/09/2024 0.100
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.754
Avg. volume 6M:   18.605
Avg. price 1Y:   0.958
Avg. volume 1Y:   9.375
Volatility 1M:   276.85%
Volatility 6M:   203.69%
Volatility 1Y:   169.29%
Volatility 3Y:   -