BNP Paribas Call 250 CHTR 16.01.2.../  DE000PC5DX51  /

EUWAX
31/07/2024  08:33:16 Chg.+0.05 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
1.57EUR +3.29% -
Bid Size: -
-
Ask Size: -
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: 2.23
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.23
Implied volatility: 0.54
Historic volatility: 0.35
Parity: 1.23
Time value: 0.36
Break-even: 390.15
Moneyness: 1.53
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.27%
Delta: 0.86
Theta: -0.06
Omega: 1.90
Rho: 2.10
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.73%
1 Month  
+72.53%
3 Months  
+124.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.03
1M High / 1M Low: 1.52 0.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -