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BNP Paribas Call 120 CVX 20.06.20.../  DE000PZ09Z61  /

Frankfurt Zert./BNP
2024-06-17  8:50:27 PM Chg.+0.090 Bid8:52:19 PM Ask8:52:19 PM Underlying Strike price Expiration date Option type
3.550EUR +2.60% 3.530
Bid Size: 16,000		 3.560
Ask Size: 16,000		 Chevron Corporation 120.00 USD 2025-06-20 Call
 

Master data

WKN: PZ09Z6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-10
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 3.51
Intrinsic value: 3.04
Implied volatility: 0.17
Historic volatility: 0.18
Parity: 3.04
Time value: 0.45
Break-even: 147.02
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.87%
Delta: 0.96
Theta: -0.01
Omega: 3.90
Rho: 1.02
 

Quote data

Open: 3.420
High: 3.550
Low: 3.420
Previous Close: 3.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month
  -17.82%
3 Months
  -5.59%
YTD  
+3.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.810 3.460
1M High / 1M Low: 4.320 3.460
6M High / 6M Low: 4.670 2.770
High (YTD): 2024-04-26 4.670
Low (YTD): 2024-01-23 2.770
52W High: - -
52W Low: - -
Avg. price 1W:   3.612
Avg. volume 1W:   0.000
Avg. price 1M:   3.845
Avg. volume 1M:   0.000
Avg. price 6M:   3.712
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.04%
Volatility 6M:   56.74%
Volatility 1Y:   -
Volatility 3Y:   -