BNP Paribas Call 220 CHTR 17.01.2025
/ DE000PC7Y2Z6
BNP Paribas Call 220 CHTR 17.01.2.../ DE000PC7Y2Z6 /
| 9/11/2024 9:50:44 PM |
Chg.+0.040 |
Bid9:51:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+3.96% |
1.040
Bid Size: 21,100 |
-
Ask Size: - |
Charter Communicatio... |
220.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.34 |
| Parity: |
0.94 |
| Time value: |
0.10 |
| Break-even: |
303.63 |
| Moneyness: |
1.47 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
2.50 |
| Rho: |
0.55 |
Quote data
| Open: |
0.990 |
| High: |
1.050 |
| Low: |
0.940 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.87% |
| 1 Month |
|
|
-25.53% |
| 3 Months |
|
|
+52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
1.010 |
| 1M High / 1M Low: |
1.340 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
