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BNP Paribas Call 180 CVX 20.06.20.../  DE000PN7EFU9  /

Frankfurt Zert./BNP
2024-07-10  9:50:34 PM Chg.+0.030 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.480EUR +6.67% 0.480
Bid Size: 22,000		 0.500
Ask Size: 22,000		 Chevron Corporation 180.00 USD 2025-06-20 Call
 

Master data

WKN: PN7EFU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 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: 31.44
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -2.50
Time value: 0.45
Break-even: 170.95
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.29
Theta: -0.02
Omega: 9.04
Rho: 0.34
 

Quote data

Open: 0.420
High: 0.480
Low: 0.420
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -21.31%
3 Months
  -51.02%
YTD
  -39.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 0.660 0.450
6M High / 6M Low: 1.150 0.450
High (YTD): 2024-04-26 1.150
Low (YTD): 2024-07-09 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.10%
Volatility 6M:   124.68%
Volatility 1Y:   -
Volatility 3Y:   -