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BNP Paribas Call 150 CVX 17.01.20.../  DE000PN28DK0  /

EUWAX
2024-05-24  9:22:40 AM Chg.- Bid9:01:11 AM Ask9:01:11 AM Underlying Strike price Expiration date Option type
1.49EUR - 1.55
Bid Size: 4,750		 1.60
Ask Size: 4,750		 Chevron Corporation 150.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.38
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.71
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.71
Time value: 0.84
Break-even: 153.79
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.31%
Delta: 0.70
Theta: -0.03
Omega: 6.59
Rho: 0.56
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.99%
1 Month
  -30.37%
3 Months
  -6.88%
YTD
  -1.32%
1 Year
  -37.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.91 1.49
1M High / 1M Low: 2.18 1.49
6M High / 6M Low: 2.18 1.00
High (YTD): 2024-04-30 2.18
Low (YTD): 2024-01-23 1.00
52W High: 2023-09-27 3.23
52W Low: 2024-01-23 1.00
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.86
Avg. volume 1M:   0.00
Avg. price 6M:   1.55
Avg. volume 6M:   0.00
Avg. price 1Y:   1.96
Avg. volume 1Y:   0.00
Volatility 1M:   94.95%
Volatility 6M:   99.30%
Volatility 1Y:   96.16%
Volatility 3Y:   -