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BNP Paribas Call 160 CVX 17.01.20.../  DE000PN28DL8  /

Frankfurt Zert./BNP
2024-05-27  11:50:46 AM Chg.+0.020 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
1.020EUR +2.00% 1.020
Bid Size: 21,000		 1.060
Ask Size: 21,000		 Chevron Corporation 160.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 14.12
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.21
Time value: 1.03
Break-even: 157.81
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.98%
Delta: 0.56
Theta: -0.03
Omega: 7.88
Rho: 0.46
 

Quote data

Open: 1.040
High: 1.040
Low: 1.010
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.70%
1 Month
  -37.80%
3 Months     0.00%
YTD
  -8.11%
1 Year
  -47.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.980
1M High / 1M Low: 1.600 0.980
6M High / 6M Low: 1.640 0.680
High (YTD): 2024-04-26 1.640
Low (YTD): 2024-01-23 0.680
52W High: 2023-09-27 2.660
52W Low: 2024-01-23 0.680
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.261
Avg. volume 1M:   0.000
Avg. price 6M:   1.093
Avg. volume 6M:   0.000
Avg. price 1Y:   1.488
Avg. volume 1Y:   0.000
Volatility 1M:   101.68%
Volatility 6M:   114.52%
Volatility 1Y:   107.93%
Volatility 3Y:   -