BNP Paribas Call 130 CVX 17.01.2025
/ DE000PC37W00
BNP Paribas Call 130 CVX 17.01.20.../ DE000PC37W00 /
| 2024-05-28 8:06:49 AM |
Chg.+0.04 |
Bid8:34:06 AM |
Ask8:34:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
+1.35% |
3.00
Bid Size: 5,000 |
3.11
Ask Size: 5,000 |
Chevron Corporation |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC37W0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
2.56 |
| Time value: |
0.39 |
| Break-even: |
149.35 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.03% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
4.51 |
| Rho: |
0.67 |
Quote data
| Open: |
3.01 |
| High: |
3.01 |
| Low: |
3.01 |
| Previous Close: |
2.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.23% |
| 1 Month |
|
|
-15.69% |
| 3 Months |
|
|
+13.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.21 |
2.87 |
| 1M High / 1M Low: |
3.67 |
2.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
