BNP Paribas Call 140 CVX 18.06.2026
/ DE000PC5CY10
BNP Paribas Call 140 CVX 18.06.20.../ DE000PC5CY10 /
| 20/09/2024 21:50:34 |
Chg.+0.010 |
Bid21:57:08 |
Ask21:57:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+0.55% |
1.830
Bid Size: 15,000 |
1.860
Ask Size: 15,000 |
Chevron Corporation |
140.00 USD |
18/06/2026 |
Call |
Master data
| WKN: |
PC5CY1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
21/02/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.51 |
| Time value: |
1.35 |
| Break-even: |
144.01 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.64% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
4.96 |
| Rho: |
1.28 |
Quote data
| Open: |
1.790 |
| High: |
1.840 |
| Low: |
1.730 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.66% |
| 1 Month |
|
|
-6.15% |
| 3 Months |
|
|
-35.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.660 |
| 1M High / 1M Low: |
2.080 |
1.500 |
| 6M High / 6M Low: |
3.710 |
1.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.692 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.96% |
| Volatility 6M: |
|
73.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
