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: |
|
- |