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BNP Paribas Call 160 CVX 20.06.20.../  DE000PN7EFT1  /

EUWAX
10/09/2024  08:39:24 Chg.+0.040 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.450EUR +9.76% -
Bid Size: -		 -
Ask Size: -		 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: 26.49
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -1.79
Time value: 0.48
Break-even: 149.79
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.33
Theta: -0.02
Omega: 8.72
Rho: 0.29
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -32.84%
3 Months
  -65.65%
YTD
  -66.91%
1 Year
  -81.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.410
1M High / 1M Low: 0.710 0.410
6M High / 6M Low: 2.010 0.410
High (YTD): 29/04/2024 2.010
Low (YTD): 09/09/2024 0.410
52W High: 27/09/2023 2.920
52W Low: 09/09/2024 0.410
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   1.268
Avg. volume 6M:   0.000
Avg. price 1Y:   1.440
Avg. volume 1Y:   0.000
Volatility 1M:   121.33%
Volatility 6M:   133.30%
Volatility 1Y:   117.86%
Volatility 3Y:   -