BNP Paribas Call 220 CHTR 20.12.2024
/ DE000PC7Y2Y9
BNP Paribas Call 220 CHTR 20.12.2.../ DE000PC7Y2Y9 /
| 2024-06-28 9:50:43 PM |
Chg.+0.040 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
0.860
Bid Size: 23,800 |
0.870
Ask Size: 23,800 |
Charter Communicatio... |
220.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
0.69 |
| Time value: |
0.14 |
| Break-even: |
288.46 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
2.79 |
| Rho: |
0.71 |
Quote data
| Open: |
0.830 |
| High: |
0.910 |
| Low: |
0.820 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.86% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.770 |
| 1M High / 1M Low: |
0.820 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
