BNP Paribas Call 70 SLB 16.01.202.../  DE000PC1LH06  /

Frankfurt Zert./BNP
2024-06-14  9:50:43 PM Chg.-0.020 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 22,000
0.140
Ask Size: 22,000
Schlumberger Ltd 70.00 USD 2026-01-16 Call
 

Master data

WKN: PC1LH0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.20
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -2.44
Time value: 0.15
Break-even: 66.69
Moneyness: 0.63
Premium: 0.63
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.20
Theta: 0.00
Omega: 5.42
Rho: 0.11
 

Quote data

Open: 0.130
High: 0.130
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -52.00%
3 Months
  -72.73%
YTD
  -76.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.250 0.120
6M High / 6M Low: 0.540 0.120
High (YTD): 2024-04-05 0.540
Low (YTD): 2024-06-14 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.67%
Volatility 6M:   99.76%
Volatility 1Y:   -
Volatility 3Y:   -