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BNP Paribas Call 200 CVX 20.06.20.../  DE000PN7EFV7  /

EUWAX
9/10/2024  8:39:24 AM Chg.+0.023 Bid9:25:44 AM Ask9:25:44 AM Underlying Strike price Expiration date Option type
0.041EUR +127.78% 0.043
Bid Size: 25,000		 0.091
Ask Size: 25,000		 Chevron Corporation 200.00 USD 6/20/2025 Call
 

Master data

WKN: PN7EFV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 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: 139.71
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -5.41
Time value: 0.09
Break-even: 182.14
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 0.59
Spread abs.: 0.05
Spread %: 116.67%
Delta: 0.08
Theta: -0.01
Omega: 11.12
Rho: 0.07
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.06%
1 Month
  -59.00%
3 Months
  -84.81%
YTD
  -90.00%
1 Year
  -96.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.018
1M High / 1M Low: 0.090 0.018
6M High / 6M Low: 0.590 0.018
High (YTD): 4/29/2024 0.590
Low (YTD): 9/9/2024 0.018
52W High: 9/27/2023 1.300
52W Low: 9/9/2024 0.018
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.421
Avg. volume 1Y:   0.000
Volatility 1M:   259.15%
Volatility 6M:   331.76%
Volatility 1Y:   252.49%
Volatility 3Y:   -