BNP Paribas Call 160 CVX 18.06.2026
/ DE000PC5CY36
BNP Paribas Call 160 CVX 18.06.20.../ DE000PC5CY36 /
| 8/5/2024 8:21:47 AM |
Chg.-0.38 |
Bid8:46:23 PM |
Ask8:46:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-24.68% |
1.19
Bid Size: 14,000 |
1.25
Ask Size: 14,000 |
Chevron Corporation |
160.00 USD |
6/18/2026 |
Call |
Master data
| WKN: |
PC5CY3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
6/18/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-1.05 |
| Time value: |
1.37 |
| Break-even: |
160.34 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
5.38 |
| Rho: |
1.12 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.95% |
| 1 Month |
|
|
-38.30% |
| 3 Months |
|
|
-49.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.54 |
| 1M High / 1M Low: |
2.11 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
