BNP Paribas Call 140 CVX 16.01.2026
/ DE000PC1G7Q2
BNP Paribas Call 140 CVX 16.01.20.../ DE000PC1G7Q2 /
| 9/6/2024 9:50:34 PM |
Chg.-0.140 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-9.40% |
1.370
Bid Size: 17,000 |
1.390
Ask Size: 17,000 |
Chevron Corporation |
140.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1G7Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.08 |
| Time value: |
1.42 |
| Break-even: |
141.00 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.35% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
5.39 |
| Rho: |
0.90 |
Quote data
| Open: |
1.460 |
| High: |
1.530 |
| Low: |
1.350 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.03% |
| 1 Month |
|
|
-19.64% |
| 3 Months |
|
|
-49.63% |
| YTD |
|
|
-46.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.350 |
| 1M High / 1M Low: |
1.920 |
1.350 |
| 6M High / 6M Low: |
3.530 |
1.350 |
| High (YTD): |
4/26/2024 |
3.530 |
| Low (YTD): |
9/6/2024 |
1.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.601 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.94% |
| Volatility 6M: |
|
76.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
