BNP Paribas Call 280 CHTR 20.12.2024
/ DE000PC5DXY3
BNP Paribas Call 280 CHTR 20.12.2.../ DE000PC5DXY3 /
| 2024-08-02 9:50:32 PM |
Chg.-0.030 |
Bid9:58:47 PM |
Ask9:58:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-2.97% |
0.970
Bid Size: 19,300 |
0.980
Ask Size: 19,300 |
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: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.35 |
| Parity: |
0.85 |
| Time value: |
0.13 |
| Break-even: |
354.62 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.86 |
| Theta: |
-0.11 |
| Omega: |
3.01 |
| Rho: |
0.75 |
Quote data
| Open: |
0.960 |
| High: |
1.010 |
| Low: |
0.940 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+117.78% |
| 3 Months |
|
|
+216.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.980 |
| 1M High / 1M Low: |
1.070 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
