BNP Paribas Call 140 CVX 16.01.2026
/ DE000PC1G7Q2
BNP Paribas Call 140 CVX 16.01.20.../ DE000PC1G7Q2 /
| 8/1/2024 8:57:24 AM |
Chg.-0.07 |
Bid3:15:28 PM |
Ask3:15:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-2.47% |
2.68
Bid Size: 11,000 |
2.70
Ask Size: 11,000 |
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: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.89 |
| Time value: |
0.94 |
| Break-even: |
157.64 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
4.43 |
| Rho: |
1.42 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.97% |
| 1 Month |
|
|
+1.10% |
| 3 Months |
|
|
-21.14% |
| YTD |
|
|
+9.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.38 |
| 1M High / 1M Low: |
2.94 |
2.34 |
| 6M High / 6M Low: |
3.50 |
2.22 |
| High (YTD): |
4/30/2024 |
3.50 |
| Low (YTD): |
1/23/2024 |
1.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.80% |
| Volatility 6M: |
|
76.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
