BNP Paribas Call 160 CVX 18.06.2026
/ DE000PC5CY36
BNP Paribas Call 160 CVX 18.06.20.../ DE000PC5CY36 /
25/09/2024 08:37:08 |
Chg.-0.05 |
Bid21:49:47 |
Ask21:49:47 |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
-4.35% |
0.97 Bid Size: 15,000 |
1.00 Ask Size: 15,000 |
Chevron Corporation |
160.00 USD |
18/06/2026 |
Call |
Master data
WKN: |
PC5CY3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 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: |
11.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-1.12 |
Time value: |
1.15 |
Break-even: |
154.47 |
Moneyness: |
0.92 |
Premium: |
0.17 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
2.68% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
5.85 |
Rho: |
0.96 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.15 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.84% |
1 Month |
|
|
-6.78% |
3 Months |
|
|
-46.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.15 |
1.02 |
1M High / 1M Low: |
1.26 |
0.86 |
6M High / 6M Low: |
2.64 |
0.86 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.78 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.51% |
Volatility 6M: |
|
97.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |