BNP Paribas Call 220 CHTR 17.01.2025
/ DE000PC7Y2Z6
BNP Paribas Call 220 CHTR 17.01.2.../ DE000PC7Y2Z6 /
16/08/2024 21:50:32 |
Chg.0.000 |
Bid21:56:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
0.00% |
1.280 Bid Size: 19,300 |
- Ask Size: - |
Charter Communicatio... |
220.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.55 |
Historic volatility: |
0.35 |
Parity: |
1.20 |
Time value: |
0.07 |
Break-even: |
327.50 |
Moneyness: |
1.60 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.06 |
Omega: |
2.37 |
Rho: |
0.73 |
Quote data
Open: |
1.290 |
High: |
1.300 |
Low: |
1.270 |
Previous Close: |
1.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.93% |
1 Month |
|
|
+16.51% |
3 Months |
|
|
+78.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
1.270 |
1M High / 1M Low: |
1.590 |
0.980 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |