BNP Paribas Call 160 CVX 21.03.2025
/ DE000PC9W8K5
BNP Paribas Call 160 CVX 21.03.20.../ DE000PC9W8K5 /
| 7/10/2024 9:50:32 PM |
Chg.+0.050 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+5.95% |
0.900
Bid Size: 21,000 |
0.920
Ask Size: 21,000 |
Chevron Corporation |
160.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PC9W8K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
0.83 |
| Break-even: |
156.25 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
8.31 |
| Rho: |
0.42 |
Quote data
| Open: |
0.800 |
| High: |
0.890 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.18% |
| 1 Month |
|
|
-19.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.840 |
| 1M High / 1M Low: |
1.180 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
