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BNP Paribas Call 45 SLB 20.12.202.../  DE000PN38GC9  /

EUWAX
16/10/2024  08:38:56 Chg.-0.050 Bid10:01:25 Ask10:01:25 Underlying Strike price Expiration date Option type
0.160EUR -23.81% 0.170
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Schlumberger Ltd 45.00 USD 20/12/2024 Call
 

Master data

WKN: PN38GC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 20/12/2024
Issue date: 02/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.67
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -0.19
Time value: 0.16
Break-even: 42.95
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.61
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.42
Theta: -0.02
Omega: 10.29
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month  
+45.45%
3 Months
  -70.91%
YTD
  -85.59%
1 Year
  -91.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.340 0.110
6M High / 6M Low: 0.960 0.100
High (YTD): 02/04/2024 1.230
Low (YTD): 13/09/2024 0.100
52W High: 18/10/2023 1.930
52W Low: 13/09/2024 0.100
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   0.421
Avg. volume 6M:   0.000
Avg. price 1Y:   0.753
Avg. volume 1Y:   0.000
Volatility 1M:   277.77%
Volatility 6M:   185.22%
Volatility 1Y:   143.84%
Volatility 3Y:   -