BNP Paribas Call 150 CVX 20.06.2025
/ DE000PN7EFQ7
BNP Paribas Call 150 CVX 20.06.20.../ DE000PN7EFQ7 /
| 2024-08-02 9:50:40 PM |
Chg.-0.260 |
Bid9:56:50 PM |
Ask9:56:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-17.93% |
1.210
Bid Size: 19,000 |
1.230
Ask Size: 19,000 |
Chevron Corporation |
150.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PN7EFQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.13 |
| Time value: |
1.22 |
| Break-even: |
149.68 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
6.51 |
| Rho: |
0.59 |
Quote data
| Open: |
1.410 |
| High: |
1.460 |
| Low: |
1.150 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.88% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-42.51% |
| YTD |
|
|
-33.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.190 |
| 1M High / 1M Low: |
1.990 |
1.190 |
| 6M High / 6M Low: |
2.590 |
1.190 |
| High (YTD): |
2024-04-26 |
2.590 |
| Low (YTD): |
2024-08-02 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.61% |
| Volatility 6M: |
|
98.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
