BNP Paribas Call 160 CVX 16.01.2026
/ DE000PC1G7S8
BNP Paribas Call 160 CVX 16.01.20.../ DE000PC1G7S8 /
| 26/09/2024 21:20:49 |
Chg.-0.070 |
Bid21:36:40 |
Ask21:36:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-8.75% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
160.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1G7S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.44 |
| Time value: |
0.83 |
| Break-even: |
152.06 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
6.79 |
| Rho: |
0.63 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.710 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.05% |
| 1 Month |
|
|
-25.51% |
| 3 Months |
|
|
-55.49% |
| YTD |
|
|
-56.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.730 |
| 1M High / 1M Low: |
1.040 |
0.680 |
| 6M High / 6M Low: |
2.420 |
0.680 |
| High (YTD): |
26/04/2024 |
2.420 |
| Low (YTD): |
11/09/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.55% |
| Volatility 6M: |
|
99.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
