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BNP Paribas Call 170 CVX 17.01.20.../  DE000PN28DM6  /

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
0.530EUR -5.36% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 170.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 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: 26.89
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.38
Time value: 0.53
Break-even: 161.64
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.36
Theta: -0.02
Omega: 9.79
Rho: 0.29
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.62%
1 Month
  -36.14%
3 Months
  -11.67%
YTD
  -32.05%
1 Year
  -65.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.560
1M High / 1M Low: 0.980 0.560
6M High / 6M Low: 1.100 0.440
High (YTD): 2024-04-30 1.100
Low (YTD): 2024-01-23 0.440
52W High: 2023-09-27 2.140
52W Low: 2024-01-23 0.440
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.755
Avg. volume 1M:   0.000
Avg. price 6M:   0.742
Avg. volume 6M:   0.000
Avg. price 1Y:   1.092
Avg. volume 1Y:   0.000
Volatility 1M:   160.79%
Volatility 6M:   134.59%
Volatility 1Y:   124.16%
Volatility 3Y:   -