OverviewChartNewsTraderScreen

BNP Paribas Call 170 CHV 20.12.20.../  DE000PN28DE3  /

EUWAX
25/06/2024  09:03:28 Chg.+0.140 Bid11:21:46 Ask11:21:46 Underlying Strike price Expiration date Option type
0.540EUR +35.00% 0.520
Bid Size: 27,000		 0.540
Ask Size: 27,000		 CHEVRON CORP. D... 170.00 - 20/12/2024 Call
 

Master data

WKN: PN28DE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 20/12/2024
Issue date: 12/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.49
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -2.16
Time value: 0.54
Break-even: 175.40
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.31
Theta: -0.03
Omega: 8.59
Rho: 0.20
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.29%
1 Month  
+3.85%
3 Months
  -19.40%
YTD
  -25.00%
1 Year
  -55.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.350
1M High / 1M Low: 0.690 0.340
6M High / 6M Low: 1.010 0.340
High (YTD): 30/04/2024 1.010
Low (YTD): 17/06/2024 0.340
52W High: 27/09/2023 2.070
52W Low: 17/06/2024 0.340
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.462
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   0.972
Avg. volume 1Y:   0.000
Volatility 1M:   205.60%
Volatility 6M:   146.95%
Volatility 1Y:   133.67%
Volatility 3Y:   -