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

EUWAX
2024-06-06  9:21:30 AM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.450EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 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: 30.98
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -2.75
Time value: 0.46
Break-even: 174.60
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.27
Theta: -0.03
Omega: 8.37
Rho: 0.18
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -39.19%
3 Months
  -16.67%
YTD
  -37.50%
1 Year
  -69.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.480
1M High / 1M Low: 0.890 0.480
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:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.673
Avg. volume 6M:   0.000
Avg. price 1Y:   1.029
Avg. volume 1Y:   0.000
Volatility 1M:   172.88%
Volatility 6M:   144.36%
Volatility 1Y:   131.17%
Volatility 3Y:   -