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: |
|
- |
