BNP Paribas Call 180 CVX 16.01.2026
/ DE000PC1G7T6
BNP Paribas Call 180 CVX 16.01.20.../ DE000PC1G7T6 /
7/9/2024 9:50:39 PM |
Chg.-0.020 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-2.44% |
0.800 Bid Size: 15,000 |
0.830 Ask Size: 15,000 |
Chevron Corporation |
180.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1G7T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/8/2023 |
Last trading day: |
1/15/2026 |
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 |
|
|
-13.98% |
1 Month |
|
|
-19.19% |
3 Months |
|
|
-39.85% |
YTD |
|
|
-26.61% |
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): |
4/26/2024 |
1.580 |
Low (YTD): |
1/23/2024 |
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: |
|
- |