BNP Paribas Call 220 CHTR 20.12.2024
/ DE000PC7Y2Y9
BNP Paribas Call 220 CHTR 20.12.2.../ DE000PC7Y2Y9 /
| 8/2/2024 8:21:02 PM |
Chg.-0.050 |
Bid8:25:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-3.29% |
1.470
Bid Size: 35,600 |
-
Ask Size: - |
Charter Communicatio... |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC7Y2Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.35 |
| Parity: |
1.46 |
| Time value: |
0.11 |
| Break-even: |
360.96 |
| Moneyness: |
1.71 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
3.29% |
| Delta: |
0.91 |
| Theta: |
-0.11 |
| Omega: |
2.03 |
| Rho: |
0.62 |
Quote data
| Open: |
1.470 |
| High: |
1.510 |
| Low: |
1.430 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
+67.05% |
| 3 Months |
|
|
+145.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.400 |
| 1M High / 1M Low: |
1.580 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
