BNP Paribas Call 170 CVX 20.09.2024
/ DE000PC1G7H1
BNP Paribas Call 170 CVX 20.09.20.../ DE000PC1G7H1 /
| 7/10/2024 8:59:00 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-30.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
170.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC1G7H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
148.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.57 |
| Time value: |
0.10 |
| Break-even: |
158.15 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
26.67% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
22.20 |
| Rho: |
0.04 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.33% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-88.33% |
| YTD |
|
|
-86.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.080 |
| 1M High / 1M Low: |
0.240 |
0.080 |
| 6M High / 6M Low: |
0.710 |
0.080 |
| High (YTD): |
4/29/2024 |
0.710 |
| Low (YTD): |
7/8/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.377 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.45% |
| Volatility 6M: |
|
244.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
