BNP Paribas Call 220 CHTR 17.01.2025
/ DE000PC7Y2Z6
BNP Paribas Call 220 CHTR 17.01.2.../ DE000PC7Y2Z6 /
2024-06-28 9:50:43 PM |
Chg.+0.040 |
Bid9:57:50 PM |
Ask9:57:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
+4.76% |
0.870 Bid Size: 24,000 |
0.880 Ask Size: 24,000 |
Charter Communicatio... |
220.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PC7Y2Z |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.52 |
Historic volatility: |
0.31 |
Parity: |
0.74 |
Time value: |
0.14 |
Break-even: |
293.34 |
Moneyness: |
1.36 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.85 |
Theta: |
-0.08 |
Omega: |
2.69 |
Rho: |
0.83 |
Quote data
Open: |
0.850 |
High: |
0.930 |
Low: |
0.840 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.790 |
1M High / 1M Low: |
0.880 |
0.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.739 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |