BNP Paribas Call 120 CVX 20.12.2024
/ DE000PZ09Z46
BNP Paribas Call 120 CVX 20.12.20.../ DE000PZ09Z46 /
| 2024-06-06 9:47:32 AM |
Chg.-0.11 |
Bid9:38:00 PM |
Ask9:38:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.51EUR |
-3.04% |
3.50
Bid Size: 16,000 |
-
Ask Size: - |
Chevron Corporation |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ09Z4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
3.22 |
| Time value: |
0.23 |
| Break-even: |
144.86 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.29% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
4.04 |
| Rho: |
0.57 |
Quote data
| Open: |
3.51 |
| High: |
3.51 |
| Low: |
3.51 |
| Previous Close: |
3.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.04% |
| 1 Month |
|
|
-11.14% |
| 3 Months |
|
|
+10.73% |
| YTD |
|
|
+9.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.41 |
| 1M High / 1M Low: |
4.37 |
3.41 |
| 6M High / 6M Low: |
4.44 |
2.54 |
| High (YTD): |
2024-04-30 |
4.44 |
| Low (YTD): |
2024-01-23 |
2.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.00% |
| Volatility 6M: |
|
68.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
