BNP Paribas Call 140 CVX 18.06.2026
/ DE000PC5CY10
BNP Paribas Call 140 CVX 18.06.20.../ DE000PC5CY10 /
| 2024-05-27 9:50:30 PM |
Chg.+0.080 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+2.68% |
3.060
Bid Size: 9,000 |
3.120
Ask Size: 9,000 |
Chevron Corporation |
140.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
PC5CY1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2026-06-18 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2026-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
1.64 |
| Time value: |
1.39 |
| Break-even: |
159.37 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.00% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.92 |
| Rho: |
1.82 |
Quote data
| Open: |
3.050 |
| High: |
3.070 |
| Low: |
3.010 |
| Previous Close: |
2.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.47% |
| 1 Month |
|
|
-17.52% |
| 3 Months |
|
|
+10.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.170 |
2.960 |
| 1M High / 1M Low: |
3.680 |
2.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
