BNP Paribas Call 140 CVX 20.09.2024
/ DE000PC1G7E8
BNP Paribas Call 140 CVX 20.09.20.../ DE000PC1G7E8 /
8/5/2024 8:39:15 AM |
Chg.-0.47 |
Bid6:42:04 PM |
Ask6:42:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.82EUR |
-36.43% |
0.74 Bid Size: 22,000 |
0.78 Ask Size: 22,000 |
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: |
13.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
0.78 |
Time value: |
0.21 |
Break-even: |
138.21 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
0.79 |
Theta: |
-0.05 |
Omega: |
10.80 |
Rho: |
0.12 |
Quote data
Open: |
0.82 |
High: |
0.82 |
Low: |
0.82 |
Previous Close: |
1.29 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-54.95% |
1 Month |
|
|
-53.14% |
3 Months |
|
|
-63.06% |
YTD |
|
|
-53.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.97 |
1.29 |
1M High / 1M Low: |
2.15 |
1.29 |
6M High / 6M Low: |
2.65 |
1.29 |
High (YTD): |
4/29/2024 |
2.65 |
Low (YTD): |
1/23/2024 |
1.17 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.91 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
246.27% |
Volatility 6M: |
|
138.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |