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BNP Paribas Call 180 CVX 20.06.20.../  DE000PN7EFU9  /

Frankfurt Zert./BNP
2024-09-26  8:20:58 PM Chg.-0.030 Bid2024-09-26 Ask2024-09-26 Underlying Strike price Expiration date Option type
0.120EUR -20.00% 0.120
Bid Size: 28,000		 0.180
Ask Size: 28,000		 Chevron Corporation 180.00 USD 2025-06-20 Call
 

Master data

WKN: PN7EFU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 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: 76.09
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -3.24
Time value: 0.17
Break-even: 163.43
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.15
Theta: -0.01
Omega: 11.63
Rho: 0.13
 

Quote data

Open: 0.150
High: 0.150
Low: 0.110
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -53.85%
3 Months
  -78.57%
YTD
  -84.81%
1 Year
  -93.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.260 0.130
6M High / 6M Low: 1.150 0.130
High (YTD): 2024-04-26 1.150
Low (YTD): 2024-09-12 0.130
52W High: 2023-09-27 2.020
52W Low: 2024-09-12 0.130
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.563
Avg. volume 6M:   0.000
Avg. price 1Y:   0.721
Avg. volume 1Y:   0.000
Volatility 1M:   201.57%
Volatility 6M:   157.05%
Volatility 1Y:   143.29%
Volatility 3Y:   -