BNP Paribas Call 160 CVX 20.06.2025
/ DE000PN7EFT1
BNP Paribas Call 160 CVX 20.06.20.../ DE000PN7EFT1 /
| 11/15/2024 8:37:04 AM |
Chg.+0.12 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+12.12% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
160.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PN7EFT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/17/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.13 |
| Time value: |
1.05 |
| Break-even: |
163.78 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
5.36% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
7.78 |
| Rho: |
0.47 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
0.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.98% |
| 1 Month |
|
|
+81.97% |
| 3 Months |
|
|
+68.18% |
| YTD |
|
|
-18.38% |
| 1 Year |
|
|
-10.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.82 |
| 1M High / 1M Low: |
1.11 |
0.61 |
| 6M High / 6M Low: |
1.72 |
0.40 |
| High (YTD): |
4/29/2024 |
2.01 |
| Low (YTD): |
9/11/2024 |
0.40 |
| 52W High: |
4/29/2024 |
2.01 |
| 52W Low: |
9/11/2024 |
0.40 |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
181.71% |
| Volatility 6M: |
|
164.86% |
| Volatility 1Y: |
|
133.04% |
| Volatility 3Y: |
|
- |
