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BNP Paribas Call 180 CVX 16.01.20.../  DE000PC1G7T6  /

Frankfurt Zert./BNP
09/07/2024  19:50:40 Chg.-0.010 Bid09/07/2024 Ask09/07/2024 Underlying Strike price Expiration date Option type
0.810EUR -1.22% 0.810
Bid Size: 30,000		 0.840
Ask Size: 30,000		 Chevron Corporation 180.00 USD 16/01/2026 Call
 

Master data

WKN: PC1G7T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 16/01/2026
Issue date: 08/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.76
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -2.37
Time value: 0.85
Break-even: 174.69
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.66%
Delta: 0.39
Theta: -0.02
Omega: 6.56
Rho: 0.72
 

Quote data

Open: 0.820
High: 0.840
Low: 0.770
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -18.18%
3 Months
  -39.10%
YTD
  -25.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.820
1M High / 1M Low: 1.060 0.820
6M High / 6M Low: 1.580 0.750
High (YTD): 26/04/2024 1.580
Low (YTD): 23/01/2024 0.750
52W High: - -
52W Low: - -
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   1.083
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.24%
Volatility 6M:   96.83%
Volatility 1Y:   -
Volatility 3Y:   -