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BNP Paribas Call 190 CVX 17.01.20.../  DE000PN28DP9  /

EUWAX
6/20/2024  9:24:45 AM Chg.-0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 190.00 USD 1/17/2025 Call
 

Master data

WKN: PN28DP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 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: 89.17
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -3.41
Time value: 0.16
Break-even: 178.39
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.47
Spread abs.: 0.06
Spread %: 60.00%
Delta: 0.14
Theta: -0.01
Omega: 12.59
Rho: 0.11
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -59.26%
3 Months
  -59.26%
YTD
  -69.44%
1 Year
  -87.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.270 0.110
6M High / 6M Low: 0.470 0.110
High (YTD): 4/30/2024 0.470
Low (YTD): 6/20/2024 0.110
52W High: 9/27/2023 1.320
52W Low: 6/20/2024 0.110
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   0.540
Avg. volume 1Y:   0.000
Volatility 1M:   208.76%
Volatility 6M:   162.78%
Volatility 1Y:   149.43%
Volatility 3Y:   -