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

EUWAX
2024-05-27  9:20:54 AM Chg.+0.06 Bid2:22:39 PM Ask2:22:39 PM Underlying Strike price Expiration date Option type
1.48EUR +4.23% 1.48
Bid Size: 19,000		 1.52
Ask Size: 19,000		 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: 9.83
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.71
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.71
Time value: 0.77
Break-even: 153.09
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.37%
Delta: 0.70
Theta: -0.03
Omega: 6.91
Rho: 0.50
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.57%
1 Month
  -28.50%
3 Months
  -3.27%
YTD  
+2.07%
1 Year
  -37.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.42
1M High / 1M Low: 2.11 1.42
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:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.49
Avg. volume 6M:   0.00
Avg. price 1Y:   1.90
Avg. volume 1Y:   0.00
Volatility 1M:   101.03%
Volatility 6M:   103.26%
Volatility 1Y:   99.07%
Volatility 3Y:   -