BNP Paribas Call 130 CVX 17.01.2025
/ DE000PC37W00
BNP Paribas Call 130 CVX 17.01.20.../ DE000PC37W00 /
10/11/2024 9:50:33 PM |
Chg.+0.050 |
Bid9:58:59 PM |
Ask9:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.130EUR |
+2.40% |
2.120 Bid Size: 14,000 |
2.140 Ask Size: 14,000 |
Chevron Corporation |
130.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC37W0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/30/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
1.96 |
Time value: |
0.18 |
Break-even: |
140.28 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.94% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
5.88 |
Rho: |
0.28 |
Quote data
Open: |
2.030 |
High: |
2.190 |
Low: |
2.020 |
Previous Close: |
2.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.90% |
1 Month |
|
|
+54.35% |
3 Months |
|
|
-17.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.140 |
1.950 |
1M High / 1M Low: |
2.170 |
1.380 |
6M High / 6M Low: |
3.690 |
1.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.803 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.463 |
Avg. volume 6M: |
|
.039 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.35% |
Volatility 6M: |
|
101.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |