BNP Paribas Call 200 CVX 18.06.2026
/ DE000PC5CY51
BNP Paribas Call 200 CVX 18.06.20.../ DE000PC5CY51 /
| 2024-05-23 9:50:34 PM |
Chg.-0.010 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
0.800
Bid Size: 13,000 |
0.830
Ask Size: 13,000 |
Chevron Corporation |
200.00 USD |
2026-06-18 |
Call |
Master data
| WKN: |
PC5CY5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-3.92 |
| Time value: |
0.85 |
| Break-even: |
193.25 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
5.92 |
| Rho: |
0.87 |
Quote data
| Open: |
0.810 |
| High: |
0.830 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
-26.61% |
| 3 Months |
|
|
-10.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.810 |
| 1M High / 1M Low: |
1.230 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
