OverviewChartNewsTraderScreen

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

EUWAX
2024-06-07  9:26:58 AM Chg.+0.02 Bid9:42:12 AM Ask9:42:12 AM Underlying Strike price Expiration date Option type
1.39EUR +1.46% 1.39
Bid Size: 10,500		 1.42
Ask Size: 10,500		 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: 10.15
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.54
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.54
Time value: 0.87
Break-even: 151.82
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.44%
Delta: 0.67
Theta: -0.03
Omega: 6.84
Rho: 0.51
 

Quote data

Open: 1.39
High: 1.39
Low: 1.39
Previous Close: 1.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.03%
1 Month
  -25.27%
3 Months  
+13.01%
YTD
  -7.95%
1 Year
  -47.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.80 1.37
1M High / 1M Low: 2.07 1.37
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:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   0.00
Avg. price 1Y:   1.93
Avg. volume 1Y:   0.00
Volatility 1M:   113.68%
Volatility 6M:   103.57%
Volatility 1Y:   98.19%
Volatility 3Y:   -