BNP Paribas Call 160 CVX 19.12.2025
/ DE000PC1G7M1
BNP Paribas Call 160 CVX 19.12.20.../ DE000PC1G7M1 /
| 10/07/2024 21:50:22 |
Chg.+0.050 |
Bid21:55:13 |
Ask21:55:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+3.55% |
1.480
Bid Size: 15,000 |
1.500
Ask Size: 15,000 |
Chevron Corporation |
160.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1G7M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
08/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
1.40 |
| Break-even: |
161.95 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
5.66 |
| Rho: |
0.94 |
Quote data
| Open: |
1.370 |
| High: |
1.460 |
| Low: |
1.370 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.01% |
| 1 Month |
|
|
-13.61% |
| 3 Months |
|
|
-32.72% |
| YTD |
|
|
-12.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.410 |
| 1M High / 1M Low: |
1.770 |
1.410 |
| 6M High / 6M Low: |
2.380 |
1.200 |
| High (YTD): |
26/04/2024 |
2.380 |
| Low (YTD): |
23/01/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.65% |
| Volatility 6M: |
|
84.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
