BNP Paribas Call 160 CVX 19.12.2025
/ DE000PC1G7M1
BNP Paribas Call 160 CVX 19.12.20.../ DE000PC1G7M1 /
| 2024-06-25 9:20:28 PM |
Chg.-0.030 |
Bid9:48:30 PM |
Ask9:48:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
-1.69% |
1.750
Bid Size: 14,000 |
1.770
Ask Size: 14,000 |
Chevron Corporation |
160.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1G7M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.06 |
| Time value: |
1.78 |
| Break-even: |
166.88 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
5.23 |
| Rho: |
1.12 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.710 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
-1.14% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+4.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.440 |
| 1M High / 1M Low: |
1.960 |
1.440 |
| 6M High / 6M Low: |
2.380 |
1.200 |
| High (YTD): |
2024-04-26 |
2.380 |
| Low (YTD): |
2024-01-23 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.49% |
| Volatility 6M: |
|
84.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
