BNP Paribas Call 200 CVX 16.01.2026
/ DE000PC5CY02
BNP Paribas Call 200 CVX 16.01.20.../ DE000PC5CY02 /
10/09/2024 08:38:00 |
Chg.+0.030 |
Bid10:47:17 |
Ask10:47:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+21.43% |
0.170 Bid Size: 36,000 |
0.190 Ask Size: 36,000 |
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: |
66.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-5.41 |
Time value: |
0.19 |
Break-even: |
183.13 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
8.89 |
Rho: |
0.20 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.17% |
1 Month |
|
|
-34.62% |
3 Months |
|
|
-70.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.140 |
1M High / 1M Low: |
0.260 |
0.140 |
6M High / 6M Low: |
0.970 |
0.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.552 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.06% |
Volatility 6M: |
|
160.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |