BNP Paribas Call 250 CHTR 17.01.2025
/ DE000PC5DX02
BNP Paribas Call 250 CHTR 17.01.2.../ DE000PC5DX02 /
08/07/2024 11:20:59 |
Chg.-0.010 |
Bid08/07/2024 |
Ask08/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-1.49% |
0.660 Bid Size: 26,300 |
0.670 Ask Size: 26,300 |
Charter Communicatio... |
250.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC5DX0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.48 |
Historic volatility: |
0.31 |
Parity: |
0.48 |
Time value: |
0.19 |
Break-even: |
297.93 |
Moneyness: |
1.21 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.78 |
Theta: |
-0.09 |
Omega: |
3.24 |
Rho: |
0.79 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
+26.92% |
3 Months |
|
|
+17.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.630 |
1M High / 1M Low: |
0.680 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.579 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |