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BNP Paribas Call 140 CVX 20.12.20.../  DE000PN28DB9  /

EUWAX
2024-05-23  9:11:35 AM Chg.-0.18 Bid9:39:35 PM Ask9:39:35 PM Underlying Strike price Expiration date Option type
2.11EUR -7.86% 2.07
Bid Size: 28,000		 2.10
Ask Size: 28,000		 Chevron Corporation 140.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.74
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 1.62
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 1.62
Time value: 0.54
Break-even: 150.93
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 1.41%
Delta: 0.82
Theta: -0.03
Omega: 5.53
Rho: 0.57
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 2.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.57%
1 Month
  -17.90%
3 Months
  -5.38%
YTD  
+7.65%
1 Year
  -28.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.55 2.29
1M High / 1M Low: 2.82 2.29
6M High / 6M Low: 2.82 1.37
High (YTD): 2024-04-30 2.82
Low (YTD): 2024-01-23 1.37
52W High: 2023-09-27 3.81
52W Low: 2024-01-23 1.37
Avg. price 1W:   2.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   2.05
Avg. volume 6M:   0.00
Avg. price 1Y:   2.46
Avg. volume 1Y:   0.00
Volatility 1M:   81.04%
Volatility 6M:   88.28%
Volatility 1Y:   86.73%
Volatility 3Y:   -