BNP Paribas Call 200 CVX 16.01.2026
/ DE000PC5CY02
BNP Paribas Call 200 CVX 16.01.20.../ DE000PC5CY02 /
| 10/07/2024 08:34:13 |
Chg.-0.030 |
Bid21:30:19 |
Ask21:30:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-6.98% |
0.430
Bid Size: 38,000 |
0.460
Ask Size: 38,000 |
Chevron Corporation |
200.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC5CY0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
21/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-4.35 |
| Time value: |
0.44 |
| Break-even: |
189.34 |
| Moneyness: |
0.76 |
| Premium: |
0.34 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
7.61 |
| Rho: |
0.44 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.57% |
| 1 Month |
|
|
-31.03% |
| 3 Months |
|
|
-51.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.590 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
