BNP Paribas Call 160 CVX 20.06.2025
/ DE000PN7EFT1
BNP Paribas Call 160 CVX 20.06.20.../ DE000PN7EFT1 /
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: |
|
- |