BNP Paribas Call 150 CVX 18.06.2026
/ DE000PC5CY28
BNP Paribas Call 150 CVX 18.06.20.../ DE000PC5CY28 /
| 17/06/2024 12:21:23 |
Chg.0.000 |
Bid17/06/2024 |
Ask17/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
0.00% |
2.060
Bid Size: 13,000 |
2.090
Ask Size: 13,000 |
Chevron Corporation |
150.00 USD |
18/06/2026 |
Call |
Master data
| WKN: |
PC5CY2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
21/02/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.24 |
| Time value: |
1.84 |
| Break-even: |
160.95 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.46% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.68 |
| Rho: |
1.53 |
Quote data
| Open: |
2.030 |
| High: |
2.070 |
| Low: |
2.030 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.97% |
| 1 Month |
|
|
-24.54% |
| 3 Months |
|
|
-14.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
2.060 |
| 1M High / 1M Low: |
2.730 |
2.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
