BNP Paribas Call 160 CVX 20.06.2025
/ DE000PN7EFT1
BNP Paribas Call 160 CVX 20.06.20.../ DE000PN7EFT1 /
| 10/07/2024 08:37:08 |
Chg.-0.08 |
Bid19:53:11 |
Ask19:53:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-7.41% |
1.04
Bid Size: 36,000 |
1.06
Ask Size: 36,000 |
Chevron Corporation |
160.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PN7EFT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
1.04 |
| Break-even: |
158.35 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.59 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.70% |
| 1 Month |
|
|
-23.66% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-26.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.06 |
| 1M High / 1M Low: |
1.43 |
1.06 |
| 6M High / 6M Low: |
2.01 |
0.94 |
| High (YTD): |
29/04/2024 |
2.01 |
| Low (YTD): |
23/01/2024 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.40% |
| Volatility 6M: |
|
101.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
