OverviewChartNewsTraderScreen

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

EUWAX
9/27/2024  8:55:16 AM Chg.0.000 Bid11:31:40 AM Ask11:31:40 AM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.120
Bid Size: 48,000		 0.140
Ask Size: 48,000		 Chevron Corporation 160.00 USD 12/20/2024 Call
 

Master data

WKN: PN28DD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/20/2024
Issue date: 5/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 84.69
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -1.61
Time value: 0.15
Break-even: 144.65
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.76
Spread abs.: 0.06
Spread %: 66.67%
Delta: 0.19
Theta: -0.03
Omega: 16.11
Rho: 0.05
 

Quote data

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

Performance

1 Week
  -35.29%
1 Month
  -62.07%
3 Months
  -85.53%
YTD
  -89.42%
1 Year
  -95.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.110
1M High / 1M Low: 0.290 0.100
6M High / 6M Low: 1.500 0.100
High (YTD): 4/30/2024 1.500
Low (YTD): 9/11/2024 0.100
52W High: 9/27/2023 2.590
52W Low: 9/11/2024 0.100
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.747
Avg. volume 6M:   18.605
Avg. price 1Y:   0.949
Avg. volume 1Y:   9.375
Volatility 1M:   309.26%
Volatility 6M:   211.50%
Volatility 1Y:   173.83%
Volatility 3Y:   -