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

EUWAX
6/25/2024  9:03:28 AM Chg.+0.150 Bid9:52:04 PM Ask9:52:04 PM Underlying Strike price Expiration date Option type
0.620EUR +31.91% 0.570
Bid Size: 23,000		 0.590
Ask Size: 23,000		 Chevron Corporation 170.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.94
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.00
Time value: 0.62
Break-even: 164.60
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.41
Theta: -0.03
Omega: 9.91
Rho: 0.31
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.62%
1 Month  
+3.33%
3 Months
  -16.22%
YTD
  -20.51%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.410
1M High / 1M Low: 0.780 0.400
6M High / 6M Low: 1.100 0.400
High (YTD): 4/30/2024 1.100
Low (YTD): 6/17/2024 0.400
52W High: 9/27/2023 2.140
52W Low: 6/17/2024 0.400
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.717
Avg. volume 6M:   0.000
Avg. price 1Y:   1.037
Avg. volume 1Y:   0.000
Volatility 1M:   190.88%
Volatility 6M:   137.99%
Volatility 1Y:   126.27%
Volatility 3Y:   -