BNP Paribas Call 120 CVX 20.06.2025
/ DE000PZ09Z61
BNP Paribas Call 120 CVX 20.06.20.../ DE000PZ09Z61 /
| 2024-06-06 9:47:32 AM |
Chg.-0.10 |
Bid8:34:16 PM |
Ask8:34:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
-2.64% |
3.67
Bid Size: 16,000 |
3.70
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: |
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: |
3.69 |
| High: |
3.69 |
| Low: |
3.69 |
| Previous Close: |
3.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.89% |
| 1 Month |
|
|
-11.08% |
| 3 Months |
|
|
+9.17% |
| YTD |
|
|
+8.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.21 |
3.60 |
| 1M High / 1M Low: |
4.53 |
3.60 |
| 6M High / 6M Low: |
4.63 |
2.77 |
| High (YTD): |
2024-04-30 |
4.63 |
| Low (YTD): |
2024-01-23 |
2.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.38% |
| Volatility 6M: |
|
62.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
