BNP Paribas Call 140 CVX 18.06.2026
/ DE000PC5CY10
BNP Paribas Call 140 CVX 18.06.20.../ DE000PC5CY10 /
| 09/07/2024 08:33:27 |
Chg.+0.03 |
Bid16:47:32 |
Ask16:47:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
+1.15% |
2.65
Bid Size: 22,000 |
2.68
Ask Size: 22,000 |
Chevron Corporation |
140.00 USD |
18/06/2026 |
Call |
Master data
| WKN: |
PC5CY1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
18/06/2026 |
| Issue date: |
21/02/2024 |
| Last trading day: |
17/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.32 |
| Time value: |
1.34 |
| Break-even: |
155.86 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.14% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.25 |
| Rho: |
1.68 |
Quote data
| Open: |
2.63 |
| High: |
2.63 |
| Low: |
2.63 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.39% |
| 1 Month |
|
|
-6.74% |
| 3 Months |
|
|
-20.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.60 |
| 1M High / 1M Low: |
3.08 |
2.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
