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BNP Paribas Call 180 CVX 16.01.20.../  DE000PC1G7T6  /

Frankfurt Zert./BNP
26/09/2024  13:50:48 Chg.-0.040 Bid13:51:50 Ask13:51:50 Underlying Strike price Expiration date Option type
0.330EUR -10.81% 0.330
Bid Size: 23,000		 0.350
Ask Size: 23,000		 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: 32.34
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.24
Time value: 0.40
Break-even: 165.73
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.25
Theta: -0.01
Omega: 8.15
Rho: 0.37
 

Quote data

Open: 0.380
High: 0.380
Low: 0.330
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -38.89%
3 Months
  -65.26%
YTD
  -69.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.540 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:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.907
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.44%
Volatility 6M:   116.41%
Volatility 1Y:   -
Volatility 3Y:   -