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BNP Paribas Call 160 CVX 20.12.20.../  DE000PN28DD5  /

EUWAX
2024-05-24  9:22:40 AM Chg.- Bid8:21:13 AM Ask8:21:13 AM Underlying Strike price Expiration date Option type
0.900EUR - 0.960
Bid Size: 5,500		 1.020
Ask Size: 5,500		 Chevron Corporation 160.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 15.31
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.21
Time value: 0.95
Break-even: 157.01
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.15%
Delta: 0.55
Theta: -0.03
Omega: 8.42
Rho: 0.40
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.73%
1 Month
  -38.78%
3 Months
  -15.09%
YTD
  -13.46%
1 Year
  -52.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.900
1M High / 1M Low: 1.500 0.900
6M High / 6M Low: 1.500 0.620
High (YTD): 2024-04-30 1.500
Low (YTD): 2024-01-23 0.620
52W High: 2023-09-27 2.590
52W Low: 2024-01-23 0.620
Avg. price 1W:   1.034
Avg. volume 1W:   100
Avg. price 1M:   1.205
Avg. volume 1M:   52.632
Avg. price 6M:   1.027
Avg. volume 6M:   8.065
Avg. price 1Y:   1.430
Avg. volume 1Y:   3.937
Volatility 1M:   114.81%
Volatility 6M:   118.58%
Volatility 1Y:   112.07%
Volatility 3Y:   -