BNP Paribas Call 250 CHTR 20.06.2025
/ DE000PC9WN72
BNP Paribas Call 250 CHTR 20.06.2.../ DE000PC9WN72 /
06/08/2024 08:21:32 |
Chg.+0.17 |
Bid13:40:48 |
Ask13:40:48 |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
+15.04% |
1.27 Bid Size: 19,800 |
1.31 Ask Size: 19,800 |
Charter Communicatio... |
250.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
PC9WN7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
15/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.56 |
Historic volatility: |
0.35 |
Parity: |
1.04 |
Time value: |
0.24 |
Break-even: |
356.30 |
Moneyness: |
1.45 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
3.23% |
Delta: |
0.85 |
Theta: |
-0.08 |
Omega: |
2.21 |
Rho: |
1.34 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.30 |
Previous Close: |
1.13 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.80% |
1 Month |
|
|
+68.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.43 |
1.13 |
1M High / 1M Low: |
1.43 |
0.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |