BNP Paribas Call 140 CVX 16.01.2026
/ DE000PC1G7Q2
BNP Paribas Call 140 CVX 16.01.20.../ DE000PC1G7Q2 /
| 21/06/2024 08:56:45 |
Chg.+0.20 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
+8.16% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1G7Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
1.43 |
| Time value: |
1.19 |
| Break-even: |
157.14 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.16% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.36 |
| Rho: |
1.38 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.96% |
| 1 Month |
|
|
-4.68% |
| 3 Months |
|
|
-1.12% |
| YTD |
|
|
+5.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.41 |
| 1M High / 1M Low: |
3.09 |
2.41 |
| 6M High / 6M Low: |
3.50 |
1.97 |
| High (YTD): |
30/04/2024 |
3.50 |
| Low (YTD): |
23/01/2024 |
1.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.76% |
| Volatility 6M: |
|
67.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
