BNP Paribas Call 120 CVX 20.12.2024
/ DE000PZ09Z46
BNP Paribas Call 120 CVX 20.12.20.../ DE000PZ09Z46 /
| 26/09/2024 09:23:54 |
Chg.- |
Bid08:18:23 |
Ask08:18:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
- |
2.13
Bid Size: 3,500 |
2.17
Ask Size: 3,500 |
Chevron Corporation |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ09Z4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
1.97 |
| Time value: |
0.16 |
| Break-even: |
128.66 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.90% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
5.42 |
| Rho: |
0.22 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.02% |
| 1 Month |
|
|
-21.01% |
| 3 Months |
|
|
-38.94% |
| YTD |
|
|
-31.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.18 |
| 1M High / 1M Low: |
2.76 |
1.89 |
| 6M High / 6M Low: |
4.44 |
1.89 |
| High (YTD): |
30/04/2024 |
4.44 |
| Low (YTD): |
11/09/2024 |
1.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.61% |
| Volatility 6M: |
|
84.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
