BNP Paribas Call 140 CVX 18.06.2026
/ DE000PC5CY10
BNP Paribas Call 140 CVX 18.06.20.../ DE000PC5CY10 /
| 2024-08-05 5:50:35 PM |
Chg.-0.240 |
Bid5:57:11 PM |
Ask5:57:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
-11.21% |
1.930
Bid Size: 15,000 |
1.990
Ask Size: 15,000 |
Chevron Corporation |
140.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
PC5CY1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2026-06-18 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2026-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.78 |
| Time value: |
1.41 |
| Break-even: |
150.21 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.39% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
4.62 |
| Rho: |
1.48 |
Quote data
| Open: |
1.960 |
| High: |
2.020 |
| Low: |
1.820 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.66% |
| 1 Month |
|
|
-27.76% |
| 3 Months |
|
|
-40.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.040 |
2.140 |
| 1M High / 1M Low: |
3.100 |
2.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
