BNP Paribas Call 250 CHTR 16.01.2026
/ DE000PC5DX51
BNP Paribas Call 250 CHTR 16.01.2.../ DE000PC5DX51 /
08/07/2024 08:33:08 |
Chg.+0.030 |
Bid16:30:19 |
Ask16:30:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
+3.33% |
0.890 Bid Size: 55,800 |
0.910 Ask Size: 55,800 |
Charter Communicatio... |
250.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC5DX5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.50 |
Historic volatility: |
0.31 |
Parity: |
0.48 |
Time value: |
0.47 |
Break-even: |
325.93 |
Moneyness: |
1.21 |
Premium: |
0.17 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
2.15% |
Delta: |
0.76 |
Theta: |
-0.06 |
Omega: |
2.23 |
Rho: |
1.78 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
0.900 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+16.25% |
3 Months |
|
|
+22.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.890 |
1M High / 1M Low: |
0.930 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.904 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.838 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |