BNP Paribas Call 300 CHTR 17.01.2025
/ DE000PC5DX28
BNP Paribas Call 300 CHTR 17.01.2.../ DE000PC5DX28 /
| 11/15/2024 8:34:46 AM |
Chg.-0.13 |
Bid8:35:32 PM |
Ask8:35:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.91EUR |
-12.50% |
0.87
Bid Size: 33,400 |
-
Ask Size: - |
Charter Communicatio... |
300.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC5DX2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
0.90 |
| Time value: |
0.04 |
| Break-even: |
378.91 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.11 |
| Omega: |
3.68 |
| Rho: |
0.43 |
Quote data
| Open: |
0.91 |
| High: |
0.91 |
| Low: |
0.91 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.11% |
| 1 Month |
|
|
+106.82% |
| 3 Months |
|
|
+37.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.90 |
| 1M High / 1M Low: |
1.05 |
0.33 |
| 6M High / 6M Low: |
1.05 |
0.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.34% |
| Volatility 6M: |
|
219.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
