BNP Paribas Call 140 CVX 19.12.2025
/ DE000PC1G7K5
BNP Paribas Call 140 CVX 19.12.20.../ DE000PC1G7K5 /
| 2024-07-10 8:59:00 AM |
Chg.-0.10 |
Bid6:44:53 PM |
Ask6:44:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
-4.15% |
2.38
Bid Size: 24,000 |
2.40
Ask Size: 24,000 |
Chevron Corporation |
140.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1G7K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
1.20 |
| Time value: |
1.15 |
| Break-even: |
152.96 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.62 |
| Rho: |
1.23 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.17% |
| 1 Month |
|
|
-13.81% |
| 3 Months |
|
|
-26.43% |
| YTD |
|
|
-6.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.36 |
| 1M High / 1M Low: |
2.87 |
2.36 |
| 6M High / 6M Low: |
3.47 |
1.93 |
| High (YTD): |
2024-04-29 |
3.47 |
| Low (YTD): |
2024-01-23 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.34% |
| Volatility 6M: |
|
70.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
