BNP Paribas Call 300 CHTR 20.09.2024
/ DE000PC5DXU1
BNP Paribas Call 300 CHTR 20.09.2.../ DE000PC5DXU1 /
| 9/11/2024 9:50:27 PM |
Chg.+0.030 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+12.50% |
0.270
Bid Size: 22,200 |
0.280
Ask Size: 22,200 |
Charter Communicatio... |
300.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.34 |
| Parity: |
0.21 |
| Time value: |
0.05 |
| Break-even: |
298.23 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.03 |
| Spread %: |
13.04% |
| Delta: |
0.77 |
| Theta: |
-0.56 |
| Omega: |
8.71 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.270 |
| Low: |
0.170 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
-57.81% |
| 3 Months |
|
|
+92.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.570 |
0.240 |
| 6M High / 6M Low: |
0.810 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.74% |
| Volatility 6M: |
|
230.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
