BNP Paribas Call 300 CHTR 20.06.2025
/ DE000PC9WN64
BNP Paribas Call 300 CHTR 20.06.2.../ DE000PC9WN64 /
9/11/2024 9:50:33 PM |
Chg.+0.030 |
Bid9/11/2024 |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+5.08% |
0.610 Bid Size: 28,500 |
0.620 Ask Size: 28,500 |
Charter Communicatio... |
300.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
PC9WN6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.48 |
Historic volatility: |
0.34 |
Parity: |
0.21 |
Time value: |
0.41 |
Break-even: |
334.23 |
Moneyness: |
1.08 |
Premium: |
0.14 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
5.08% |
Delta: |
0.67 |
Theta: |
-0.09 |
Omega: |
3.19 |
Rho: |
1.05 |
Quote data
Open: |
0.570 |
High: |
0.620 |
Low: |
0.530 |
Previous Close: |
0.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.13% |
1 Month |
|
|
-32.61% |
3 Months |
|
|
+55.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.590 |
1M High / 1M Low: |
0.870 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |