BNP Paribas Call 130 CVX 17.01.2025
/ DE000PC37W00
BNP Paribas Call 130 CVX 17.01.20.../ DE000PC37W00 /
| 7/17/2024 8:07:02 AM |
Chg.-0.10 |
Bid7:54:25 PM |
Ask7:54:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
-3.62% |
3.00
Bid Size: 20,000 |
3.02
Ask Size: 20,000 |
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: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
2.55 |
| Time value: |
0.24 |
| Break-even: |
147.14 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
4.98 |
| Rho: |
0.56 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.83% |
| 1 Month |
|
|
+6.83% |
| 3 Months |
|
|
-8.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.40 |
| 1M High / 1M Low: |
3.00 |
2.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
