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BNP Paribas Call 170 CVX 17.01.20.../  DE000PN28DM6  /

EUWAX
2024-09-26  9:13:44 AM Chg.-0.041 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.059EUR -41.00% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 170.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 140.60
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -2.34
Time value: 0.09
Break-even: 153.66
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 27.78%
Delta: 0.12
Theta: -0.02
Omega: 16.96
Rho: 0.05
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.44%
1 Month
  -63.13%
3 Months
  -87.96%
YTD
  -92.44%
1 Year
  -97.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.059
1M High / 1M Low: 0.160 0.050
6M High / 6M Low: 1.100 0.050
High (YTD): 2024-04-30 1.100
Low (YTD): 2024-09-09 0.050
52W High: 2023-09-27 2.140
52W Low: 2024-09-09 0.050
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.504
Avg. volume 6M:   0.000
Avg. price 1Y:   0.691
Avg. volume 1Y:   0.000
Volatility 1M:   337.13%
Volatility 6M:   235.89%
Volatility 1Y:   191.33%
Volatility 3Y:   -