OverviewChartNewsTraderScreen

BNP Paribas Call 170 CHV 20.12.20.../  DE000PN28DE3  /

EUWAX
2024-05-27  9:20:54 AM Chg.+0.030 Bid4:27:11 PM Ask4:27:11 PM Underlying Strike price Expiration date Option type
0.550EUR +5.77% 0.550
Bid Size: 23,000		 0.590
Ask Size: 23,000		 CHEVRON CORP. D... 170.00 - 2024-12-20 Call
 

Master data

WKN: PN28DE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.97
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -2.46
Time value: 0.56
Break-even: 175.60
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.31
Theta: -0.03
Omega: 7.97
Rho: 0.22
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -44.44%
3 Months
  -21.43%
YTD
  -23.61%
1 Year
  -64.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.520
1M High / 1M Low: 1.010 0.520
6M High / 6M Low: 1.010 0.400
High (YTD): 2024-04-30 1.010
Low (YTD): 2024-01-23 0.400
52W High: 2023-09-27 2.070
52W Low: 2024-01-23 0.400
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.765
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   1.054
Avg. volume 1Y:   0.000
Volatility 1M:   136.66%
Volatility 6M:   136.38%
Volatility 1Y:   125.91%
Volatility 3Y:   -