BNP Paribas Call 150 CVX 16.01.2026
/ DE000PC1G7R0
BNP Paribas Call 150 CVX 16.01.20.../ DE000PC1G7R0 /
| 2024-05-27 8:57:59 AM |
Chg.+0.09 |
Bid9:14:27 PM |
Ask9:14:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
+4.02% |
2.34
Bid Size: 12,000 |
2.40
Ask Size: 12,000 |
Chevron Corporation |
150.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1G7R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.71 |
| Time value: |
1.61 |
| Break-even: |
161.49 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.31% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
1.32 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.74% |
| 1 Month |
|
|
-18.53% |
| 3 Months |
|
|
+4.02% |
| YTD |
|
|
+13.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.24 |
| 1M High / 1M Low: |
2.92 |
2.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
2.92 |
| Low (YTD): |
2024-01-23 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
