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BNP Paribas Call 160 CVX 21.06.20.../  DE000PN28C77  /

EUWAX
2024-05-23  9:11:35 AM Chg.-0.090 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.220EUR -29.03% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 2024-06-21 Call
 

Master data

WKN: PN28C7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.22
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.22
Time value: 0.25
Break-even: 150.30
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.43
Theta: -0.06
Omega: 24.78
Rho: 0.05
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.10%
1 Month
  -66.15%
3 Months
  -63.33%
YTD
  -62.71%
1 Year
  -86.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.310
1M High / 1M Low: 0.800 0.310
6M High / 6M Low: 0.800 0.240
High (YTD): 2024-04-29 0.800
Low (YTD): 2024-01-23 0.240
52W High: 2023-09-27 2.090
52W Low: 2024-01-23 0.240
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   0.966
Avg. volume 1Y:   0.000
Volatility 1M:   259.21%
Volatility 6M:   219.68%
Volatility 1Y:   182.30%
Volatility 3Y:   -