BNP Paribas Call 120 CVX 20.06.2025
/ DE000PZ09Z61
BNP Paribas Call 120 CVX 20.06.20.../ DE000PZ09Z61 /
2024-06-06 2:21:09 PM |
Chg.+0.040 |
Bid2:36:42 PM |
Ask2:36:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.670EUR |
+1.10% |
3.660 Bid Size: 8,000 |
3.690 Ask Size: 8,000 |
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: |
3.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.68 |
Intrinsic value: |
3.22 |
Implied volatility: |
0.15 |
Historic volatility: |
0.18 |
Parity: |
3.22 |
Time value: |
0.43 |
Break-even: |
146.86 |
Moneyness: |
1.29 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.83% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
3.81 |
Rho: |
1.07 |
Quote data
Open: |
3.660 |
High: |
3.720 |
Low: |
3.660 |
Previous Close: |
3.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.38% |
1 Month |
|
|
-13.03% |
3 Months |
|
|
+12.23% |
YTD |
|
|
+7.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.180 |
3.630 |
1M High / 1M Low: |
4.510 |
3.630 |
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: |
|
3.852 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.679 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.49% |
Volatility 6M: |
|
58.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |