BNP Paribas Call 160 CVX 19.12.2025
/ DE000PC1G7M1
BNP Paribas Call 160 CVX 19.12.20.../ DE000PC1G7M1 /
| 8/5/2024 5:50:35 PM |
Chg.-0.160 |
Bid8/5/2024 |
Ask8/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-14.55% |
0.940
Bid Size: 17,000 |
0.980
Ask Size: 17,000 |
Chevron Corporation |
160.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1G7M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.05 |
| Time value: |
1.13 |
| Break-even: |
157.94 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
6.09 |
| Rho: |
0.79 |
Quote data
| Open: |
0.970 |
| High: |
1.020 |
| Low: |
0.880 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.75% |
| 1 Month |
|
|
-34.72% |
| 3 Months |
|
|
-51.04% |
| YTD |
|
|
-43.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.100 |
| 1M High / 1M Low: |
1.810 |
1.100 |
| 6M High / 6M Low: |
2.380 |
1.100 |
| High (YTD): |
4/26/2024 |
2.380 |
| Low (YTD): |
8/2/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.86% |
| Volatility 6M: |
|
93.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
