BNP Paribas Call 150 CVX 18.06.2026
/ DE000PC5CY28
BNP Paribas Call 150 CVX 18.06.20.../ DE000PC5CY28 /
| 9/25/2024 4:50:46 PM |
Chg.-0.070 |
Bid5:02:12 PM |
Ask5:02:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-4.73% |
1.410
Bid Size: 30,000 |
1.440
Ask Size: 30,000 |
Chevron Corporation |
150.00 USD |
6/18/2026 |
Call |
Master data
| WKN: |
PC5CY2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
6/18/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-0.23 |
| Time value: |
1.51 |
| Break-even: |
149.14 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.03% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.36 |
| Rho: |
1.14 |
Quote data
| Open: |
1.450 |
| High: |
1.500 |
| Low: |
1.400 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.92% |
| 1 Month |
|
|
-11.32% |
| 3 Months |
|
|
-41.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.370 |
| 1M High / 1M Low: |
1.630 |
1.140 |
| 6M High / 6M Low: |
3.080 |
1.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.155 |
| Avg. volume 6M: |
|
27.209 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.21% |
| Volatility 6M: |
|
81.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
