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BNP Paribas Call 180 CHV 17.01.20.../  DE000PN28DN4  /

EUWAX
2024-06-20  9:24:45 AM Chg.-0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% -
Bid Size: -		 -
Ask Size: -		 CHEVRON CORP. D... 180.00 - 2025-01-17 Call
 

Master data

WKN: PN28DN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -3.73
Time value: 0.27
Break-even: 182.70
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.53
Spread abs.: 0.06
Spread %: 28.57%
Delta: 0.18
Theta: -0.02
Omega: 9.64
Rho: 0.13
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -58.49%
3 Months
  -55.10%
YTD
  -59.26%
1 Year
  -78.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.530 0.210
6M High / 6M Low: 0.740 0.210
High (YTD): 2024-04-29 0.740
Low (YTD): 2024-06-17 0.210
52W High: 2023-09-27 1.690
52W Low: 2024-06-17 0.210
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   0.459
Avg. volume 6M:   0.000
Avg. price 1Y:   0.756
Avg. volume 1Y:   0.000
Volatility 1M:   186.13%
Volatility 6M:   149.09%
Volatility 1Y:   138.45%
Volatility 3Y:   -