BNP Paribas Call 130 CVX 20.12.2024
/ DE000PC2XTB4
BNP Paribas Call 130 CVX 20.12.20.../ DE000PC2XTB4 /
2024-05-28 8:31:54 AM |
Chg.+0.02 |
Bid6:20:12 PM |
Ask6:20:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.97EUR |
+0.68% |
3.00 Bid Size: 20,000 |
3.02 Ask Size: 20,000 |
Chevron Corporation |
130.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC2XTB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.85 |
Intrinsic value: |
2.55 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
2.55 |
Time value: |
0.46 |
Break-even: |
149.79 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
1.35% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
4.22 |
Rho: |
0.55 |
Quote data
Open: |
2.97 |
High: |
2.97 |
Low: |
2.97 |
Previous Close: |
2.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.60% |
1 Month |
|
|
-16.10% |
3 Months |
|
|
+12.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.18 |
2.85 |
1M High / 1M Low: |
3.64 |
2.85 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |