BNP Paribas Call 140 CHV 18.12.2026
/ DE000PG45LG9
BNP Paribas Call 140 CHV 18.12.20.../ DE000PG45LG9 /
| 24/01/2025 21:55:22 |
Chg.-0.040 |
Bid21:58:40 |
Ask21:58:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
-1.49% |
2.650
Bid Size: 11,000 |
2.660
Ask Size: 11,000 |
CHEVRON CORP. D... |
140.00 - |
18/12/2026 |
Call |
Master data
| WKN: |
PG45LG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
18/12/2026 |
| Issue date: |
30/07/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.83 |
| Time value: |
1.83 |
| Break-even: |
166.60 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.86 |
| Rho: |
1.44 |
Quote data
| Open: |
2.720 |
| High: |
2.720 |
| Low: |
2.640 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.93% |
| 1 Month |
|
|
+33.17% |
| 3 Months |
|
|
+10.42% |
| YTD |
|
|
+29.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
2.650 |
| 1M High / 1M Low: |
3.410 |
2.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
20/01/2025 |
3.410 |
| Low (YTD): |
06/01/2025 |
2.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |