BNP Paribas Call 140 CVX 19.12.2025
/ DE000PC1G7K5
BNP Paribas Call 140 CVX 19.12.20.../ DE000PC1G7K5 /
| 05/08/2024 12:50:38 |
Chg.-0.210 |
Bid13:02:51 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-10.82% |
1.770
Bid Size: 8,000 |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1G7K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
08/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.78 |
| Time value: |
1.19 |
| Break-even: |
148.01 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
5.02 |
| Rho: |
1.09 |
Quote data
| Open: |
1.800 |
| High: |
1.860 |
| Low: |
1.670 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.35% |
| 1 Month |
|
|
-28.22% |
| 3 Months |
|
|
-41.16% |
| YTD |
|
|
-30.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
1.940 |
| 1M High / 1M Low: |
2.890 |
1.940 |
| 6M High / 6M Low: |
3.490 |
1.940 |
| High (YTD): |
26/04/2024 |
3.490 |
| Low (YTD): |
02/08/2024 |
1.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.05% |
| Volatility 6M: |
|
74.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
