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BNP Paribas Call 160 CVX 20.06.20.../  DE000PN7EFT1  /

Frankfurt Zert./BNP
26/09/2024  21:20:32 Chg.-0.060 Bid21:41:34 Ask21:41:34 Underlying Strike price Expiration date Option type
0.420EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 20/06/2025 Call
 

Master data

WKN: PN7EFT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/06/2025
Issue date: 17/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.36
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -1.44
Time value: 0.51
Break-even: 148.86
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.36
Theta: -0.02
Omega: 9.07
Rho: 0.30
 

Quote data

Open: 0.490
High: 0.490
Low: 0.410
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.64%
1 Month
  -40.85%
3 Months
  -65.85%
YTD
  -69.78%
1 Year
  -84.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.480
1M High / 1M Low: 0.710 0.390
6M High / 6M Low: 2.020 0.390
High (YTD): 26/04/2024 2.020
Low (YTD): 11/09/2024 0.390
52W High: 27/09/2023 2.950
52W Low: 11/09/2024 0.390
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   1.175
Avg. volume 6M:   0.000
Avg. price 1Y:   1.338
Avg. volume 1Y:   0.000
Volatility 1M:   163.40%
Volatility 6M:   124.72%
Volatility 1Y:   116.16%
Volatility 3Y:   -