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

EUWAX
11/15/2024  8:37:04 AM Chg.+0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 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: 95.83
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -3.66
Time value: 0.16
Break-even: 191.57
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.46
Spread abs.: 0.06
Spread %: 60.00%
Delta: 0.13
Theta: -0.01
Omega: 12.88
Rho: 0.11
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+135.29%
3 Months  
+50.00%
YTD
  -70.73%
1 Year
  -69.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.075
1M High / 1M Low: 0.120 0.051
6M High / 6M Low: 0.420 0.018
High (YTD): 4/29/2024 0.590
Low (YTD): 9/9/2024 0.018
52W High: 4/29/2024 0.590
52W Low: 9/9/2024 0.018
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   0.262
Avg. volume 1Y:   0.000
Volatility 1M:   254.15%
Volatility 6M:   405.48%
Volatility 1Y:   299.52%
Volatility 3Y:   -