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BNP Paribas Call 190 CVX 17.01.20.../  DE000PN28DP9  /

EUWAX
2024-05-23  9:11:37 AM Chg.-0.040 Bid6:56:02 PM Ask6:56:02 PM Underlying Strike price Expiration date Option type
0.190EUR -17.39% 0.190
Bid Size: 64,000		 0.210
Ask Size: 64,000		 Chevron Corporation 190.00 USD 2025-01-17 Call
 

Master data

WKN: PN28DP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 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: 66.16
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.00
Time value: 0.22
Break-even: 177.72
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.18
Theta: -0.02
Omega: 12.05
Rho: 0.16
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -54.76%
3 Months
  -45.71%
YTD
  -47.22%
1 Year
  -81.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.470 0.230
6M High / 6M Low: 0.470 0.180
High (YTD): 2024-04-30 0.470
Low (YTD): 2024-01-23 0.180
52W High: 2023-09-27 1.320
52W Low: 2024-01-23 0.180
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   161.53%
Volatility 6M:   152.53%
Volatility 1Y:   141.82%
Volatility 3Y:   -