BNP Paribas Call 130 CVX 17.01.2025
/ DE000PC37W00
BNP Paribas Call 130 CVX 17.01.20.../ DE000PC37W00 /
| 2024-06-20 10:09:54 AM |
Chg.-0.05 |
Bid5:35:11 PM |
Ask5:35:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
-1.92% |
2.75
Bid Size: 20,000 |
2.78
Ask Size: 20,000 |
Chevron Corporation |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC37W0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
2.17 |
| Time value: |
0.48 |
| Break-even: |
147.46 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.11 |
| Spread %: |
4.33% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
4.60 |
| Rho: |
0.55 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
-24.11% |
| 3 Months |
|
|
-12.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.49 |
| 1M High / 1M Low: |
3.36 |
2.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
