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BNP Paribas Call 150 CVX 20.12.20.../  DE000PN28DC7  /

EUWAX
2024-06-06  9:21:30 AM Chg.-0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.29EUR -5.15% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 150.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 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: 11.05
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.46
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.46
Time value: 0.83
Break-even: 150.84
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.57%
Delta: 0.66
Theta: -0.03
Omega: 7.28
Rho: 0.44
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.19%
1 Month
  -24.56%
3 Months  
+1.57%
YTD
  -11.03%
1 Year
  -44.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.36
1M High / 1M Low: 2.00 1.36
6M High / 6M Low: 2.11 0.94
High (YTD): 2024-04-30 2.11
Low (YTD): 2024-01-23 0.94
52W High: 2023-09-27 3.17
52W Low: 2024-01-23 0.94
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.66
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   0.00
Avg. price 1Y:   1.88
Avg. volume 1Y:   0.00
Volatility 1M:   121.66%
Volatility 6M:   107.92%
Volatility 1Y:   102.08%
Volatility 3Y:   -