BNP Paribas Call 130 CVX 17.01.2025
/ DE000PC37W00
BNP Paribas Call 130 CVX 17.01.20.../ DE000PC37W00 /
10/07/2024 21:50:25 |
Chg.+0.100 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
+4.05% |
2.600 Bid Size: 11,000 |
2.620 Ask Size: 11,000 |
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: |
5.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
2.12 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
2.12 |
Time value: |
0.33 |
Break-even: |
144.71 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.82% |
Delta: |
0.90 |
Theta: |
-0.02 |
Omega: |
5.22 |
Rho: |
0.54 |
Quote data
Open: |
2.410 |
High: |
2.570 |
Low: |
2.410 |
Previous Close: |
2.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.86% |
1 Month |
|
|
-9.19% |
3 Months |
|
|
-24.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.880 |
2.470 |
1M High / 1M Low: |
3.030 |
2.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.632 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.695 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |