BNP Paribas Call 150 CVX 16.01.2026
/ DE000PC1G7R0
BNP Paribas Call 150 CVX 16.01.20.../ DE000PC1G7R0 /
| 26/09/2024 21:20:35 |
Chg.-0.080 |
Bid08:16:35 |
Ask08:16:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-7.08% |
1.070
Bid Size: 4,250 |
1.110
Ask Size: 4,250 |
Chevron Corporation |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1G7R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
11.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.54 |
| Time value: |
1.16 |
| Break-even: |
146.37 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
6.13 |
| Rho: |
0.78 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.010 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-49.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.050 |
| 1M High / 1M Low: |
1.420 |
0.960 |
| 6M High / 6M Low: |
2.940 |
0.960 |
| High (YTD): |
26/04/2024 |
2.940 |
| Low (YTD): |
11/09/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.976 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.61% |
| Volatility 6M: |
|
89.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
