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: |
|
- |