BNP Paribas Call 300 CHTR 20.09.2024
/ DE000PC5DXU1
BNP Paribas Call 300 CHTR 20.09.2.../ DE000PC5DXU1 /
| 08/07/2024 21:50:30 |
Chg.-0.060 |
Bid08/07/2024 |
Ask08/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-25.00% |
0.180
Bid Size: 44,300 |
0.190
Ask Size: 44,300 |
Charter Communicatio... |
300.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC5DXU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Charter Communications Inc New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
0.02 |
| Time value: |
0.23 |
| Break-even: |
302.12 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.57 |
| Theta: |
-0.17 |
| Omega: |
6.32 |
| Rho: |
0.27 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| Low: |
0.170 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-21.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
