BNP Paribas Call 250 CHTR 20.09.2024
/ DE000PC6ME37
BNP Paribas Call 250 CHTR 20.09.2.../ DE000PC6ME37 /
| 7/8/2024 12:21:05 PM |
Chg.0.000 |
Bid7/8/2024 |
Ask7/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
0.00% |
0.550
Bid Size: 24,500 |
0.560
Ask Size: 24,500 |
Charter Communicatio... |
250.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC6ME3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
0.48 |
| Time value: |
0.08 |
| Break-even: |
286.93 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.83 |
| Theta: |
-0.13 |
| Omega: |
4.14 |
| Rho: |
0.36 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.77% |
| 1 Month |
|
|
+41.03% |
| 3 Months |
|
|
+19.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.520 |
| 1M High / 1M Low: |
0.570 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
