BNP Paribas Call 40 SLB 16.01.2026
/ DE000PC5FW50
BNP Paribas Call 40 SLB 16.01.202.../ DE000PC5FW50 /
| 2024-06-14 9:50:31 PM |
Chg.-0.060 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-6.52% |
0.860
Bid Size: 17,000 |
0.880
Ask Size: 17,000 |
Schlumberger Ltd |
40.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC5FW5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
0.60 |
| Break-even: |
46.17 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.19 |
| Rho: |
0.31 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.840 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.34% |
| 1 Month |
|
|
-30.65% |
| 3 Months |
|
|
-47.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.860 |
| 1M High / 1M Low: |
1.250 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
