OverviewChartNewsTraderScreen

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

EUWAX
2024-06-06  9:21:30 AM Chg.-0.08 Bid8:34:58 PM Ask8:34:58 PM Underlying Strike price Expiration date Option type
1.93EUR -3.98% 1.93
Bid Size: 30,000		 1.95
Ask Size: 30,000		 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: 7.50
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.38
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 1.38
Time value: 0.52
Break-even: 147.75
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.06%
Delta: 0.80
Theta: -0.03
Omega: 6.01
Rho: 0.51
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 2.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.85%
1 Month
  -18.91%
3 Months  
+6.63%
YTD
  -1.53%
1 Year
  -31.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.44 2.01
1M High / 1M Low: 2.72 2.01
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:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.34
Avg. volume 1M:   0.00
Avg. price 6M:   2.08
Avg. volume 6M:   0.00
Avg. price 1Y:   2.43
Avg. volume 1Y:   0.00
Volatility 1M:   98.73%
Volatility 6M:   91.94%
Volatility 1Y:   89.26%
Volatility 3Y:   -