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BNP Paribas Call 180 CHV 17.01.20.../  DE000PN28DN4  /

EUWAX
2024-05-27  9:20:54 AM Chg.+0.020 Bid12:42:46 PM Ask12:42:46 PM Underlying Strike price Expiration date Option type
0.360EUR +5.88% 0.370
Bid Size: 25,000		 0.410
Ask Size: 25,000		 CHEVRON CORP. D... 180.00 - 2025-01-17 Call
 

Master data

WKN: PN28DN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.27
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -3.46
Time value: 0.38
Break-even: 183.80
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.23
Theta: -0.02
Omega: 8.70
Rho: 0.19
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.08%
1 Month
  -50.00%
3 Months
  -26.53%
YTD
  -33.33%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.340
1M High / 1M Low: 0.740 0.340
6M High / 6M Low: 0.740 0.260
High (YTD): 2024-04-29 0.740
Low (YTD): 2024-01-23 0.260
52W High: 2023-09-27 1.690
52W Low: 2024-01-23 0.260
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.482
Avg. volume 6M:   0.000
Avg. price 1Y:   0.818
Avg. volume 1Y:   0.000
Volatility 1M:   143.22%
Volatility 6M:   144.82%
Volatility 1Y:   133.15%
Volatility 3Y:   -