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

EUWAX
2024-06-06  9:21:30 AM Chg.-0.003 Bid8:51:17 PM Ask8:51:17 PM Underlying Strike price Expiration date Option type
0.056EUR -5.08% 0.056
Bid Size: 100,000		 0.091
Ask Size: 100,000		 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: 156.62
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -4.14
Time value: 0.09
Break-even: 184.84
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.62
Spread abs.: 0.04
Spread %: 71.70%
Delta: 0.09
Theta: -0.01
Omega: 13.99
Rho: 0.06
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -60.00%
3 Months
  -53.33%
YTD
  -73.33%
1 Year
  -91.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.059
1M High / 1M Low: 0.160 0.059
6M High / 6M Low: 0.250 0.059
High (YTD): 2024-04-29 0.240
Low (YTD): 2024-06-05 0.059
52W High: 2023-09-27 0.940
52W Low: 2024-06-05 0.059
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.154
Avg. volume 6M:   0.000
Avg. price 1Y:   0.371
Avg. volume 1Y:   0.000
Volatility 1M:   263.94%
Volatility 6M:   195.48%
Volatility 1Y:   173.96%
Volatility 3Y:   -