BNP Paribas Call 180 CVX 16.01.2026
/ DE000PC1G7T6
BNP Paribas Call 180 CVX 16.01.20.../ DE000PC1G7T6 /
27/09/2024 11:50:41 |
Chg.+0.030 |
Bid27/09/2024 |
Ask27/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+9.09% |
0.360 Bid Size: 22,000 |
0.380 Ask Size: 22,000 |
Chevron Corporation |
180.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1G7T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 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: |
33.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-3.40 |
Time value: |
0.38 |
Break-even: |
164.85 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
8.06 |
Rho: |
0.35 |
Quote data
Open: |
0.350 |
High: |
0.360 |
Low: |
0.350 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-26.53% |
3 Months |
|
|
-61.70% |
YTD |
|
|
-66.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.330 |
1M High / 1M Low: |
0.520 |
0.310 |
6M High / 6M Low: |
1.580 |
0.310 |
High (YTD): |
26/04/2024 |
1.580 |
Low (YTD): |
11/09/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.406 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.901 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.56% |
Volatility 6M: |
|
117.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |