BNP Paribas Call 120 CVX 16.01.2026
/ DE000PC1G7P4
BNP Paribas Call 120 CVX 16.01.20.../ DE000PC1G7P4 /
| 2024-06-06 8:58:28 AM |
Chg.-0.06 |
Bid5:48:59 PM |
Ask5:48:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
-1.52% |
3.89
Bid Size: 14,000 |
3.92
Ask Size: 14,000 |
Chevron Corporation |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1G7P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.18 |
| Parity: |
3.22 |
| Time value: |
0.64 |
| Break-even: |
148.96 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.78% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
3.65 |
| Rho: |
1.65 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.72% |
| 1 Month |
|
|
-11.42% |
| 3 Months |
|
|
+9.30% |
| YTD |
|
|
+8.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.40 |
3.94 |
| 1M High / 1M Low: |
4.76 |
3.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
4.83 |
| Low (YTD): |
2024-01-23 |
2.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
