BNP Paribas Call 160 CVX 21.03.2025
/ DE000PC9W8K5
BNP Paribas Call 160 CVX 21.03.20.../ DE000PC9W8K5 /
| 2024-08-05 5:21:08 PM |
Chg.-0.170 |
Bid5:32:15 PM |
Ask5:32:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-26.56% |
0.480
Bid Size: 26,000 |
0.520
Ask Size: 26,000 |
Chevron Corporation |
160.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9W8K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.05 |
| Time value: |
0.66 |
| Break-even: |
153.24 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
8.63 |
| Rho: |
0.31 |
Quote data
| Open: |
0.520 |
| High: |
0.560 |
| Low: |
0.450 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.04% |
| 1 Month |
|
|
-45.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.640 |
| 1M High / 1M Low: |
1.250 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
