BNP Paribas Call 180 CVX 16.01.2026
/ DE000PC1G7T6
BNP Paribas Call 180 CVX 16.01.20.../ DE000PC1G7T6 /
6/17/2024 7:05:21 PM |
Chg.+0.030 |
Bid6/17/2024 |
Ask6/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+3.57% |
0.870 Bid Size: 30,000 |
0.900 Ask Size: 30,000 |
Chevron Corporation |
180.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1G7T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/8/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-2.56 |
Time value: |
0.87 |
Break-even: |
176.88 |
Moneyness: |
0.85 |
Premium: |
0.24 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
3.57% |
Delta: |
0.39 |
Theta: |
-0.02 |
Omega: |
6.33 |
Rho: |
0.73 |
Quote data
Open: |
0.830 |
High: |
0.870 |
Low: |
0.830 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.53% |
1 Month |
|
|
-33.59% |
3 Months |
|
|
-22.32% |
YTD |
|
|
-20.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.840 |
1M High / 1M Low: |
1.310 |
0.840 |
6M High / 6M Low: |
1.580 |
0.750 |
High (YTD): |
4/26/2024 |
1.580 |
Low (YTD): |
1/23/2024 |
0.750 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.920 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.63% |
Volatility 6M: |
|
92.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |