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

EUWAX
6/25/2024  9:03:28 AM Chg.+0.090 Bid4:31:02 PM Ask4:31:02 PM Underlying Strike price Expiration date Option type
0.340EUR +36.00% 0.320
Bid Size: 54,000		 0.340
Ask Size: 54,000		 CHEVRON CORP. D... 180.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.41
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -3.16
Time value: 0.35
Break-even: 183.50
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 6.06%
Delta: 0.22
Theta: -0.02
Omega: 9.50
Rho: 0.17
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month     0.00%
3 Months
  -27.66%
YTD
  -37.04%
1 Year
  -64.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.460 0.210
6M High / 6M Low: 0.740 0.210
High (YTD): 4/29/2024 0.740
Low (YTD): 6/17/2024 0.210
52W High: 9/27/2023 1.690
52W Low: 6/17/2024 0.210
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.451
Avg. volume 6M:   0.000
Avg. price 1Y:   0.745
Avg. volume 1Y:   0.000
Volatility 1M:   211.80%
Volatility 6M:   155.42%
Volatility 1Y:   140.72%
Volatility 3Y:   -