BNP Paribas Call 140 CVX 16.01.2026
/ DE000PC1G7Q2
BNP Paribas Call 140 CVX 16.01.20.../ DE000PC1G7Q2 /
| 2024-06-17 9:20:35 PM |
Chg.+0.070 |
Bid9:48:39 PM |
Ask9:48:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
+2.88% |
2.470
Bid Size: 12,000 |
2.500
Ask Size: 12,000 |
Chevron Corporation |
140.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1G7Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
1.17 |
| Time value: |
1.29 |
| Break-even: |
155.41 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.40 |
| Rho: |
1.33 |
Quote data
| Open: |
2.400 |
| High: |
2.510 |
| Low: |
2.400 |
| Previous Close: |
2.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.76% |
| 1 Month |
|
|
-21.63% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
-1.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.430 |
| 1M High / 1M Low: |
3.190 |
2.430 |
| 6M High / 6M Low: |
3.530 |
1.980 |
| High (YTD): |
2024-04-26 |
3.530 |
| Low (YTD): |
2024-01-23 |
1.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.716 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.41% |
| Volatility 6M: |
|
65.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
