BNP Paribas Call 150 CVX 18.06.2026
/ DE000PC5CY28
BNP Paribas Call 150 CVX 18.06.20.../ DE000PC5CY28 /
| 2024-05-27 9:50:37 PM |
Chg.+0.070 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
+2.93% |
2.470
Bid Size: 12,000 |
2.530
Ask Size: 12,000 |
Chevron Corporation |
150.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
PC5CY2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.71 |
| Time value: |
1.73 |
| Break-even: |
162.69 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
4.39 |
| Rho: |
1.70 |
Quote data
| Open: |
2.450 |
| High: |
2.480 |
| Low: |
2.410 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.17% |
| 1 Month |
|
|
-20.13% |
| 3 Months |
|
|
+6.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.370 |
| 1M High / 1M Low: |
3.060 |
2.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
