BNP Paribas Call 130 CVX 17.01.2025
/ DE000PC37W00
BNP Paribas Call 130 CVX 17.01.20.../ DE000PC37W00 /
| 25/07/2024 08:07:09 |
Chg.-0.01 |
Bid13:01:12 |
Ask13:01:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
-0.40% |
2.51
Bid Size: 12,000 |
2.53
Ask Size: 12,000 |
Chevron Corporation |
130.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC37W0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
2.31 |
| Time value: |
0.26 |
| Break-even: |
145.65 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
5.24 |
| Rho: |
0.53 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.70% |
| 1 Month |
|
|
-17.00% |
| 3 Months |
|
|
-28.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.14 |
2.50 |
| 1M High / 1M Low: |
3.14 |
2.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
