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BNP Paribas Call 50 SLB 20.12.202.../  DE000PN38GD7  /

EUWAX
8/9/2024  8:34:51 AM Chg.+0.010 Bid5:42:04 PM Ask5:42:04 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.140
Bid Size: 100,000		 0.150
Ask Size: 100,000		 Schlumberger Ltd 50.00 USD 12/20/2024 Call
 

Master data

WKN: PN38GD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/20/2024
Issue date: 6/2/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.02
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -0.58
Time value: 0.16
Break-even: 47.41
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.32
Theta: -0.01
Omega: 8.04
Rho: 0.04
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -37.50%
3 Months
  -60.53%
YTD
  -82.14%
1 Year
  -90.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.370 0.140
6M High / 6M Low: 0.910 0.140
High (YTD): 4/2/2024 0.910
Low (YTD): 8/8/2024 0.140
52W High: 9/12/2023 1.710
52W Low: 8/8/2024 0.140
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   0.790
Avg. volume 1Y:   0.000
Volatility 1M:   245.16%
Volatility 6M:   163.36%
Volatility 1Y:   132.86%
Volatility 3Y:   -