BNP Paribas Call 140 CVX 18.06.2026
/ DE000PC5CY10
BNP Paribas Call 140 CVX 18.06.20.../ DE000PC5CY10 /
| 2024-08-05 8:21:47 AM |
Chg.-0.45 |
Bid5:09:31 PM |
Ask5:09:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-18.67% |
1.87
Bid Size: 15,000 |
1.93
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: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.94% |
| 1 Month |
|
|
-31.23% |
| 3 Months |
|
|
-40.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.41 |
| 1M High / 1M Low: |
3.15 |
2.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
