BNP Paribas Call 160 CVX 20.09.2024
/ DE000PC1G7G3
BNP Paribas Call 160 CVX 20.09.20.../ DE000PC1G7G3 /
| 2024-05-27 9:20:56 AM |
Chg.+0.020 |
Bid9:42:30 AM |
Ask9:42:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.630
Bid Size: 12,000 |
0.680
Ask Size: 12,000 |
Chevron Corporation |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC1G7G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.21 |
| Time value: |
0.64 |
| Break-even: |
153.91 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
11.71 |
| Rho: |
0.22 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.630 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.17% |
| 1 Month |
|
|
-49.19% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.600 |
| 1M High / 1M Low: |
1.200 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-26 |
1.240 |
| Low (YTD): |
2024-01-23 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
