BNP Paribas Call 200 CVX 18.06.2026
/ DE000PC5CY51
BNP Paribas Call 200 CVX 18.06.20.../ DE000PC5CY51 /
| 9/25/2024 4:05:19 PM |
Chg.-0.020 |
Bid9/25/2024 |
Ask9/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.300
Bid Size: 46,000 |
0.330
Ask Size: 46,000 |
Chevron Corporation |
200.00 USD |
6/18/2026 |
Call |
Master data
| WKN: |
PC5CY5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
6/18/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-4.70 |
| Time value: |
0.35 |
| Break-even: |
182.22 |
| Moneyness: |
0.74 |
| Premium: |
0.38 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
9.38% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
7.72 |
| Rho: |
0.41 |
Quote data
| Open: |
0.310 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.300 |
| 1M High / 1M Low: |
0.390 |
0.240 |
| 6M High / 6M Low: |
1.230 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.689 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.72% |
| Volatility 6M: |
|
113.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
