BNP Paribas Call 160 CVX 19.12.2025
/ DE000PC1G7M1
BNP Paribas Call 160 CVX 19.12.20.../ DE000PC1G7M1 /
| 2024-06-28 9:50:23 PM |
Chg.+0.030 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+1.89% |
1.610
Bid Size: 14,000 |
1.630
Ask Size: 14,000 |
Chevron Corporation |
160.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1G7M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.33 |
| Time value: |
1.63 |
| Break-even: |
165.64 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.24% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
5.36 |
| Rho: |
1.05 |
Quote data
| Open: |
1.640 |
| High: |
1.710 |
| Low: |
1.620 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.53% |
| 1 Month |
|
|
-5.81% |
| 3 Months |
|
|
-10.50% |
| YTD |
|
|
-2.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.590 |
| 1M High / 1M Low: |
1.960 |
1.440 |
| 6M High / 6M Low: |
2.380 |
1.200 |
| High (YTD): |
2024-04-26 |
2.380 |
| Low (YTD): |
2024-01-23 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.728 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.72% |
| Volatility 6M: |
|
84.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
