BNP Paribas Call 140 CVX 20.09.2024
/ DE000PC1G7E8
BNP Paribas Call 140 CVX 20.09.20.../ DE000PC1G7E8 /
| 7/10/2024 8:58:58 AM |
Chg.-0.14 |
Bid5:35:18 PM |
Ask5:35:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-9.33% |
1.49
Bid Size: 32,000 |
1.51
Ask Size: 32,000 |
Chevron Corporation |
140.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC1G7E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.20 |
| Time value: |
0.21 |
| Break-even: |
143.56 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
8.49 |
| Rho: |
0.21 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.39% |
| 1 Month |
|
|
-23.60% |
| 3 Months |
|
|
-42.37% |
| YTD |
|
|
-22.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.43 |
| 1M High / 1M Low: |
2.03 |
1.43 |
| 6M High / 6M Low: |
2.65 |
1.17 |
| High (YTD): |
4/29/2024 |
2.65 |
| Low (YTD): |
1/23/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.90% |
| Volatility 6M: |
|
115.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
