BNP Paribas Call 150 CVX 16.01.2026
/ DE000PC1G7R0
BNP Paribas Call 150 CVX 16.01.20.../ DE000PC1G7R0 /
| 15/11/2024 21:50:28 |
Chg.-0.050 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
-2.35% |
2.110
Bid Size: 14,000 |
2.170
Ask Size: 14,000 |
Chevron Corporation |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1G7R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
1.08 |
| Time value: |
1.09 |
| Break-even: |
164.18 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.84% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
5.19 |
| Rho: |
1.06 |
Quote data
| Open: |
2.090 |
| High: |
2.150 |
| Low: |
2.070 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.92% |
| 1 Month |
|
|
+37.75% |
| 3 Months |
|
|
+52.94% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.740 |
| 1M High / 1M Low: |
2.130 |
1.350 |
| 6M High / 6M Low: |
2.620 |
0.960 |
| High (YTD): |
26/04/2024 |
2.940 |
| Low (YTD): |
11/09/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.44% |
| Volatility 6M: |
|
103.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
