BNP Paribas Call 200 CVX 16.01.2026
/ DE000PC5CY02
BNP Paribas Call 200 CVX 16.01.20.../ DE000PC5CY02 /
| 6/25/2024 8:29:35 AM |
Chg.+0.090 |
Bid1:08:02 PM |
Ask1:08:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+18.00% |
0.570
Bid Size: 16,000 |
0.600
Ask Size: 16,000 |
Chevron Corporation |
200.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC5CY0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-3.79 |
| Time value: |
0.61 |
| Break-even: |
192.46 |
| Moneyness: |
0.80 |
| Premium: |
0.30 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
7.11 |
| Rho: |
0.58 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.11% |
| 1 Month |
|
|
-3.28% |
| 3 Months |
|
|
-4.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.710 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
