BNP Paribas Call 160 CVX 18.06.2026
/ DE000PC5CY36
BNP Paribas Call 160 CVX 18.06.20.../ DE000PC5CY36 /
| 7/10/2024 8:34:15 AM |
Chg.-0.07 |
Bid9:30:19 PM |
Ask9:30:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-4.12% |
1.70
Bid Size: 26,000 |
1.73
Ask Size: 26,000 |
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: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
1.67 |
| Break-even: |
164.65 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.83% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
1.30 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.83% |
| 1 Month |
|
|
-17.26% |
| 3 Months |
|
|
-30.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.68 |
| 1M High / 1M Low: |
2.06 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
