BNP Paribas Call 50 SLB 20.12.2024
/ DE000PN38GD7
BNP Paribas Call 50 SLB 20.12.202.../ DE000PN38GD7 /
13/09/2024 21:50:35 |
Chg.0.000 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
0.00% |
0.035 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
Schlumberger Ltd |
50.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN38GD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Schlumberger Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 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: |
39.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.23 |
Parity: |
-0.92 |
Time value: |
0.09 |
Break-even: |
46.04 |
Moneyness: |
0.80 |
Premium: |
0.28 |
Premium p.a.: |
1.52 |
Spread abs.: |
0.06 |
Spread %: |
160.00% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
8.31 |
Rho: |
0.02 |
Quote data
Open: |
0.033 |
High: |
0.041 |
Low: |
0.032 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-30.61% |
1 Month |
|
|
-71.67% |
3 Months |
|
|
-77.33% |
YTD |
|
|
-95.95% |
1 Year |
|
|
-97.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.044 |
0.033 |
1M High / 1M Low: |
0.150 |
0.033 |
6M High / 6M Low: |
0.900 |
0.033 |
High (YTD): |
05/04/2024 |
0.900 |
Low (YTD): |
10/09/2024 |
0.033 |
52W High: |
14/09/2023 |
1.680 |
52W Low: |
10/09/2024 |
0.033 |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.351 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.644 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
211.14% |
Volatility 6M: |
|
169.50% |
Volatility 1Y: |
|
139.82% |
Volatility 3Y: |
|
- |