BNP Paribas Call 180 CVX 20.09.2024
/ DE000PC5CYZ0
BNP Paribas Call 180 CVX 20.09.20.../ DE000PC5CYZ0 /
| 2024-05-28 8:29:34 AM |
Chg.0.000 |
Bid3:28:13 PM |
Ask3:28:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.090
Bid Size: 11,750 |
0.150
Ask Size: 11,750 |
Chevron Corporation |
180.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5CYZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
103.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-2.05 |
| Time value: |
0.14 |
| Break-even: |
167.13 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
17.10 |
| Rho: |
0.07 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-72.22% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.090 |
| 1M High / 1M Low: |
0.380 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
