BNP Paribas Call 45 SLB 20.09.2024
/ DE000PC1LHD2
BNP Paribas Call 45 SLB 20.09.202.../ DE000PC1LHD2 /
| 2024-06-20 9:50:30 PM |
Chg.+0.040 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+15.38% |
0.290
Bid Size: 23,000 |
0.300
Ask Size: 23,000 |
Schlumberger Ltd |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC1LHD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.05 |
| Time value: |
0.28 |
| Break-even: |
44.67 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
7.78 |
| Rho: |
0.05 |
Quote data
| Open: |
0.260 |
| High: |
0.310 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-71.15% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.180 |
| 1M High / 1M Low: |
0.480 |
0.180 |
| 6M High / 6M Low: |
1.100 |
0.180 |
| High (YTD): |
2024-04-05 |
1.100 |
| Low (YTD): |
2024-06-14 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.689 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.31% |
| Volatility 6M: |
|
122.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
