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BNP Paribas Call 200 CVX 20.12.20.../  DE000PN28DH6  /

EUWAX
2024-05-27  9:20:54 AM Chg.+0.003 Bid10:05:06 AM Ask10:05:06 AM Underlying Strike price Expiration date Option type
0.073EUR +4.29% 0.072
Bid Size: 50,000		 0.110
Ask Size: 50,000		 Chevron Corporation 200.00 USD 2024-12-20 Call
 

Master data

WKN: PN28DH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 158.08
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.90
Time value: 0.09
Break-even: 185.31
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 27.78%
Delta: 0.09
Theta: -0.01
Omega: 14.76
Rho: 0.07
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.85%
1 Month
  -68.26%
3 Months
  -54.38%
YTD
  -65.24%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.070
1M High / 1M Low: 0.240 0.070
6M High / 6M Low: 0.250 0.070
High (YTD): 2024-04-29 0.240
Low (YTD): 2024-05-24 0.070
52W High: 2023-09-27 0.940
52W Low: 2024-05-24 0.070
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   181.17%
Volatility 6M:   177.93%
Volatility 1Y:   163.14%
Volatility 3Y:   -