BNP Paribas Call 280 CHTR 20.12.2024
/ DE000PC5DXY3
BNP Paribas Call 280 CHTR 20.12.2.../ DE000PC5DXY3 /
| 2024-07-08 9:50:31 PM |
Chg.-0.070 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-15.22% |
0.390
Bid Size: 34,200 |
0.400
Ask Size: 34,200 |
Charter Communicatio... |
280.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5DXY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
0.20 |
| Time value: |
0.26 |
| Break-even: |
304.64 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.67 |
| Theta: |
-0.11 |
| Omega: |
4.09 |
| Rho: |
0.64 |
Quote data
| Open: |
0.450 |
| High: |
0.460 |
| Low: |
0.370 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.02% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+2.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.390 |
| 1M High / 1M Low: |
0.470 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
