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

EUWAX
2024-09-26  8:35:04 AM Chg.-0.110 Bid1:50:09 PM Ask1:50:09 PM Underlying Strike price Expiration date Option type
0.470EUR -18.97% 0.420
Bid Size: 25,000		 0.440
Ask Size: 25,000		 Chevron Corporation 160.00 USD 2025-06-20 Call
 

Master data

WKN: PN7EFT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 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: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.54%
1 Month
  -30.88%
3 Months
  -65.19%
YTD
  -65.44%
1 Year
  -82.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.530
1M High / 1M Low: 0.710 0.400
6M High / 6M Low: 2.010 0.400
High (YTD): 2024-04-29 2.010
Low (YTD): 2024-09-11 0.400
52W High: 2023-09-27 2.920
52W Low: 2024-09-11 0.400
Avg. price 1W:   0.567
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   1.191
Avg. volume 6M:   0.000
Avg. price 1Y:   1.347
Avg. volume 1Y:   0.000
Volatility 1M:   144.78%
Volatility 6M:   137.02%
Volatility 1Y:   120.61%
Volatility 3Y:   -