OverviewChartNewsTraderScreen

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

EUWAX
2024-05-27  9:20:54 AM Chg.+0.030 Bid12:46:21 PM Ask12:46:21 PM Underlying Strike price Expiration date Option type
0.630EUR +5.00% 0.640
Bid Size: 22,000		 0.680
Ask Size: 22,000		 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: 22.72
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.13
Time value: 0.64
Break-even: 163.13
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.41
Theta: -0.03
Omega: 9.32
Rho: 0.34
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.74%
1 Month
  -41.67%
3 Months
  -17.11%
YTD
  -19.23%
1 Year
  -60.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.600
1M High / 1M Low: 1.100 0.600
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:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.853
Avg. volume 1M:   0.000
Avg. price 6M:   0.745
Avg. volume 6M:   0.000
Avg. price 1Y:   1.117
Avg. volume 1Y:   0.000
Volatility 1M:   128.40%
Volatility 6M:   127.16%
Volatility 1Y:   119.61%
Volatility 3Y:   -