BNP Paribas Call 60 SLB 16.01.2026
/ DE000PC1LHZ5
BNP Paribas Call 60 SLB 16.01.202.../ DE000PC1LHZ5 /
| 17/06/2024 21:50:32 |
Chg.+0.020 |
Bid17/06/2024 |
Ask17/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
0.260
Bid Size: 17,000 |
0.280
Ask Size: 17,000 |
Schlumberger Ltd |
60.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LHZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-1.59 |
| Time value: |
0.26 |
| Break-even: |
58.66 |
| Moneyness: |
0.72 |
| Premium: |
0.46 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
4.78 |
| Rho: |
0.16 |
Quote data
| Open: |
0.240 |
| High: |
0.260 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-62.86% |
| YTD |
|
|
-65.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.240 |
| 1M High / 1M Low: |
0.430 |
0.240 |
| 6M High / 6M Low: |
0.840 |
0.240 |
| High (YTD): |
05/04/2024 |
0.840 |
| Low (YTD): |
14/06/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.18% |
| Volatility 6M: |
|
86.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
