BNP Paribas Call 150 CHV 21.03.2025
/ DE000PC9W8L3
BNP Paribas Call 150 CHV 21.03.20.../ DE000PC9W8L3 /
| 1/24/2025 9:55:13 PM |
Chg.-0.030 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-3.70% |
0.800
Bid Size: 18,000 |
0.810
Ask Size: 18,000 |
CHEVRON CORP. D... |
150.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
PC9W8L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
-0.17 |
| Time value: |
0.81 |
| Break-even: |
158.10 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.51 |
| Theta: |
-0.08 |
| Omega: |
9.33 |
| Rho: |
0.10 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.770 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.46% |
| 1 Month |
|
|
+129.41% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
+116.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
0.780 |
| 1M High / 1M Low: |
1.600 |
0.350 |
| 6M High / 6M Low: |
1.730 |
0.340 |
| High (YTD): |
1/20/2025 |
1.600 |
| Low (YTD): |
1/6/2025 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.010 |
| Avg. volume 1W: |
|
9,805.200 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
2,580.316 |
| Avg. price 6M: |
|
0.923 |
| Avg. volume 6M: |
|
389.095 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.09% |
| Volatility 6M: |
|
187.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |